Efficient Early-game Resource Management
While you might be tempted to start producing military units right away, one of the very first things you need to do is to increase your number of Colonists and make sure Happiness stays above 0. You can opt for starting with building a Central Replicator Factory or a Recreational Dome. The former will increase production and the latter will help with your number of colonists. As soon as you have that, take a look at your map and check the surrounding sectors. Use the scroll wheel to zoom out and see the bonuses of all the sectors and pick the one you like the most. After that, have at least one Unit nearby so you can annex that sector as soon as it’s available.
You should have one army exploring and doing quests for the NPC factions, while you do this, take note of any Cosmite Nodes you find. You’ll want to create a Colonizer unit and create a colony where the Cosmite Node is. Cosmite is very scarce and that is one of the few ways of increasing your income.