All my current weapons are lvl. 30. I've heard of people selling weapons when they max them out - why? I just made another melee weapon, Orthos, to level. My rank currently level 2, does affinity affect my ability to rank-up and if so how do I improve it?

Mastery Rank and not wanting to keep weapons around. Getting more weapon slots involves buying them with platinum; you get two for 12. There is no limit to how many you can have as far as I know, but most people prefer to just get rid of stuff they aren't going to use after they are done with milking Mastery Points from them. You get 3000 points in total for any given weapon to level 30.

http://warframe.wikia.com/wiki/Mastery_Rank

As for your warframe; your warframe's level mostly just determines how many mods you can fit on to it. Your abilities get a little stronger as your frame (and as a consequence, the abilities) rank up but the real changes come from mods. Focus on getting the basic mods and start ranking up Vitality, Redirection and Steel Fiber. The last one won't help on Vauban much but you may want it for other frames.

The basic mods for improving your warframe abilities are Intensify, Stretch, Continuity, Streamline and Flow for Strength, Range, Duration, Efficiency and energy capacity respectively.

After you get further in the star chart you can start trying to get Corrupted mods from Orokin Derelict vault runs or trading for them, but those require some deeper knowledge of how the given frame works so don't worry about them for now.

Oh, and get mods for your weapons too. At the very least, Serration for base damage on rifles, Point Blank is the same for Shotguns, Hornet Strike for pistols. They're pretty much the go-to equipment for getting more damage. Pressure Point is the base damage mod for melee weapons, but it's a common mod so you will most likely be set on that already, or will be very soon.