If you decide to kill your Lich in the end you will get all those rewards back. From this point forward you do have a few different approaches to follow, but we recommend starting with grinding for the Requiem Relics, opening them and getting a few Parazon mods before you actually start hunting your archenemy. While in the Liset (Your ship), open up the main menu (Esc). Go to Equipment and then Inventory. At the lower left, next to the Exit button, there is the 'Buy slots' button. Warframe slots cost 20 Platinum for 1 slot. You don't get weapon slots from raising your MR, you get 'loadout slots' (basically a minor convenience feature to let you more quickly switch to a different combination of frame and weapons; all in all completely unnecessary, I've used maybe one of them ever).

Unfortunately free Warframe slots are very few and far between. Your best bet to get a warframe slot would be to sell prime parts to get platinum to just buy them (at 20 a pop, it isn’t too difficult to make that up). Free (without spending any plat ever) slots come from the following.

How to get more warframe slots without platinum

Soulivium

Tribe of Judah Warframe Chapter Leader
Top 10 Tips for New PlayersHow
I admit... Warframe isn't exactly newbie-friendly.
It has a high-fantasy sci-fi story, and there's so much content yet arguably little direction on how to understand the basic mechanics of the game or what to do next. They speak a different language when it comes to terminologies (i.e. think of energy = mana and affinity = experience in most other MMOs). It often takes veteran players to guide new players into getting comfortable with the game.
So, in an effort to spare new players from shooting themselves in the foot with their MK1-Braton, here are my top 10 tips:
How
  1. The Warframe Wiki is the place to go if you need information on just about everything in the game.
  2. Don't spoil yourself. Trust me. Do not read the spoilers, or you will not get to enjoy the full experience of the story. Veteran players, do a favor for the new players and don't spoil them.
  3. Save your platinum! Warframe has premium currency called platinum that you can buy with real money (technically, you can also 'farm' them by farming Prime sets and trading them for platinum). You need platinum to open up more Warframe slots, weapon slots, archwing slots, etc. Yes, there is limited space in your inventory unless you pay with platinum (except for crafting materials and resources).
  4. Taxis are great. If you need access to a planet node in the Star Chart that you haven't reached yet, ask a veteran player for a taxi. Players who've already completed the planet nodes can taxi you to where you normally wouldn't be able to go by yourself until you reach it later in the game.
  5. Mods are basically these special cards that boost the stats of your Warframes, weapons, companions/sentinels, archwings, you name it. You can also upgrade your mods to make them have a stronger effect on the stat boosts.
  6. Speaking of mods, don't waste your resources on upgrading flawed/damaged mods! Find and keep the full versions and upgrade them instead.
  7. Always level your Warframes, weapons, everything to max (level 30). This way, you earn the most possible points for your Mastery Rank (player account level). Leveling your Mastery Rank will unlock weapons and more content, which in turn can help you continue leveling your Mastery Rank even more.
  8. Always keep your Primes. If you have a max-level regular Warframe and you have its max-level Prime variant, throw away the regular one. The Prime Warframes have slightly better stats and have some nice gold accents/trims. In my opinion, I don't even recommend installing Orokin Reactors and Formas onto the vanilla Warframes because DE will release the Prime versions in the later future. So don't spend too much resources on upgrading vanilla Warframes unless you really love playing as them. Same concept goes for vanilla vs. Prime weapons.
  9. Be very careful of throwing away weapons or blueprints. Some weapons build into others (which you can then level to get more affinity for your Mastery Rank), and any blueprints that you acquire through a story mission can only be received once. If you throw away the blueprint or its fully built version, you won't get it back, and you can only buy the fully built version at the store with platinum. Double-check via Warframe Wiki to make sure you're not throwing a unique item away.
  10. Join a clan. A clan is basically a guild/group of players. There are items, weapons, and vanilla Warframes that can only be accessed through the clan's dojo (i.e. guild hall). If you wanna be a part of a clan, I am more than happy to invite you to mine at Heralds of the Sanctuary!
At the end of the day, take the time to enjoy the game and have fun. Explore and immerse yourself in Warframe's world and lore. For a free-to-play game, it is rich with content.
And if you need help, ask. I’m here to help (well, I’m mostly at the CGA Discord chat, but I’m happy to help in any way I can).
There's so many more tips I'd like to give, but I think these 10 tips are good for when you first begin the game.
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Fellow players, what other tips would you give to newbies?