Just dive in.  Maybe choose a map built for four players and then play it against 3 AI for starters.  It might also be good to first start with Regular Sins to reduce the amount of complexity that you need to consider, and then move to Entrenchment, and then move on to Diplomacy.  That way you won't have 5 tech trees and oodles of techs to contemplate when you start out, just three (in Regular Sins) and four (in Entrenchment).  Note that you'll want to play the Regular and Entrenchment games with Locked Teams (diplomacy stuff off) to prevent the AI from ganging up on you (which it will, eventually, if the teams are unlocked in Regular and Entrenchment).

Also, try to spend some time playing each race so that you can become familiar with their tech trees and their strengths and weaknesses.

If you are like me and like to try everything in a factions arsenal before really getting into the game, pick a map and turn all the AI off. It's not the most interesting, but it allows you to get a bit of experience with all the ships and research, and you can still get a little combat experience with the militia and pirates (though I here these are tough in Diplomacy, but that might be a good things depending on your RTS experience).

As for an actual map, if you want to be able to encounter all the planet types, I'd pick a moderately big multistar map like gateway. Even if you don't finish it at least you'll know the basics of how to jump to different solar systems and things.