I suggest reading the Strategy forum. For starters, at the beginning of the game the first thing you do is to order the construction of a capital ship factory (your first capital ship is free) and then the resource mines. Immediately after that order the construction of three scout ships and have them start scouting. Before the capital ship factory is done order the construction of a Mothership capital ship--that is--the one that can colonize. Then send it to your colonizable asteroid. Then build military labs and research your Long Range Missile frigate (each race has one--LRMs, Illuminator, or Assailant).
It's also important to learn about neutral extractors--the ones in gravity wells where you can't colonize anything--you capture them with your colonizer frigate (TEC or Advent) or your scout ships (Vasari--big advantage here). One other point--don't make the common mistake of thinking that capital ships are supreme fighting ships; they are really just support ships and you're probalby better off having merely two capital ships and a large fleet than a fleet composed entirely or mostly of capital ships.
Basically, you just need to play the game in single player for a couple weeks and become experienced. I suggest learning to play all three races with extra emphasis on Advent and Vasari (if your goal is to play online) since few experieneced online players play TEC, which is regarded as the weakest faction in practice.
Also, for your single player games I suggest LOCKING the teams so that the AI factions can't gang up on you, making it a true free-for-all (FFA).
It's a great game. After you feel pretty comfortable with it definitely do please come online. Everyone was new once and we still get new players. The online multiplayer game, which is normally played as a team game such as 3v3, is very different from the single player game and much more challenging. You will get beaten up at the beginning but if you're patient and willing to take your lumps and learn the game you'll get much better and then you can be the one doing the thumpings.