Payday 3 is primarily a co-op game best experienced with a group of friends. In order to enjoy the game in this way, you'll need to make a Private Lobby so that matchmaking does not pull in randoms. After all, there's nothing worse than having your perfectly executed heist ruined by the general public. Thankfully, Payday 3 makes it pretty easy to set one up, but here's a quick guide on the process if it isn't clear.
How to set up a Private Lobby in Payday 3
The first thing you'll need to do is select which mission you'll be taking on. Once a mission and difficulty have been selected, change your Lobby Type to Friends Only or Invite Only. With Invite Only, you can also play the game solo, but I don't recommend it. Both of these options will prevent public matchmaking from occurring. Setting the Lobby Type determines whether you're in a Private Lobby or not. Once you've done so, you're good.
Keep in mind that when you start a game with less than four players, a BOT player will use those slots and assist you. As far as I've seen, there's no way to play with just the people you've invited unless the lobby is full. Fortunately, the BOTs don't seem to mess with your tactics, so I don't think this is any major cause for concern.
For more helpful guides and useful information on all things Payday 3, check out Should you enable Telemetry in Payday 3?right here on Pro Game Guides.