I remember reading they made a change about starting weapons. You don't START with a weapon, but after the event on the ship that kills almost everyone on the ship, there is a chest that has some basic starter weapons.
Don't recall where I read that (it was a youtube video), but that's where you got your starter weapons, after the "blam" where the sourceror summons the voidwoken.
Don't have a copy right now so I can't confirm it, but that's what I remember.
May want to do a quick restart and check that. That first part is only like 5 minutes or so. They may have changed things with release.