play the in-game tutorials before you do anything else at all. they'll show you the most basic stuff pertaining to the interface (like how to do research, and what the buttons in the control console in the lower right corner mean).
once you've done that play a small map 1on1 vs. an easy AI. you can use any faction, they're similar enough so that it won't be a noticeable difference.
when you start this first game follow these instructions to the letter. this is the most common opening technique and will get you off to a good start almost every time. execute these steps as quickly as possible, as your resources allow. try to multi-task if you can, its a good skill to build up for Sins.
Transitive's 15 step beginners guide to Sins
1) buy 100 crystal from the black market.
2) start construction on a Capital ship yard and a Crystal Extractor at your homeworld.
3) buy a homeworld population infrastructure upgrade.
4) queue up 2 scouts at your frigate yard. queue up a Colonize cap ship (Akkan for TEC, Mothership for Advent, Evacuator for Vasari) at your capital ship yard. your cap yard probably isn't even done building yet, doesn't matter, queue it up anyway.
5) queue up 2 metal extractors for construction. you would have done this earlier but probably didn't have 500 credits. once you get the credits get them in the build queue. you should be able to get them queued before your cap yard and crystal extractor are done so you won't lose anything.
6) the scouts should be done now. send each one of them to adjacent grav wells and put on auto-explore (right click the explore button in their command console).
7) one of your scouts will find an asteroid guarded only by 1 Siege Frigate and 1 Cobalt. this is your first expansion.
8) when your capital ship is done immediately send it over to the asteroid. it can destroy the two ships guarding the asteroid easily and take almost no damage while doing so. spend its experience point on the colonize ability, which you'll need for obvious reasons. choose to build a squadron of fighters instead of bombers, they are more useful against the types of ships you'll fight in the early game.
9) you should have saved some credits and resources while your cap ship was fighting at the asteroid. you will need to use these to immediately purchase an infrastructure upgrade at the asteroid and queue up extractors on its resources. it will probably take about 1000 credits, about 150 metal and about 100 crystal, make sure you've got it available.
10) you will need to make a decision about where your next expansion planet will be. if you can go after additional asteroids easily you should. if not you will need to look for a world that is lightly defended and nearby. if this world is a volcanic or crystal world you will need to quickly construct 2 civilian labs. if your next expansions are asteroids, deserts, or terran worlds you can instead build military labs if you like.
11) you should add a few escorts to your cap ship at this point. 4-6 light frigates (skirmishers, disciples, or cobalts, depending on faction) are pretty good for this. they'll make your colonizing go faster.
12) your initial 2 scouts may have been destroyed by now. build new ones and continue exploring the map. don't stop scouting just because you've found all the grav wells. once you've found the enemy you should keep scouts patroling their territory at all times so you know what they're up to.
13) you should now have colonized at least 1 additional world, bringing your total up to Homeworld + first asteroid + something else. this is the point where you need to begin military buildup. you should research a fleet logistics upgrade now and build enough military labs to unlock access to a better ship than the light frigate. TEC should build 2 labs and research Javelis missile ships. Vasari should build at least 1 lab and research Assailant torpedo boats. Advent can either build 2 labs and go for Aeria Drone Host carriers or 3 labs and go for Illuminator vessels (long range beam ship).
14) add about 60 fleet supply worth of offensive ships to your fleet. this is your first major economic test of the game. if you're first few colonies are set up well you'll be able to do it no problem. if you have not colonized effectively it will be too hard to build up enough ships and you're now officially too far behind to think about winning this game. if you can't build these ships you've done it wrong and should start over.
15) now that you've got a decent early game fleet go hunting. you should either go after your enemie's fleet (or one of his poorly defended colonies) or you should go and try to expand to a more heavily defended world (a nice Terran world in a strategically important position is a good target).
that's it. you're now in the midgame and have a few decent colonies and a decent fleet. the rest is up to you. it will take practice to become adept at doing this efficiently and to get a feeling for the timing on all this. you should eventually be able to complete this 15 step sequence in about 20 minutes, slightly less if you get lucky on some things (unusually lightly defended expansion worlds nearby, for example).
don't worry at all about enemy scouts or even small groups of enemy frigates (a group of 3-5 light frigates is not a threat. they probably can't even destroy a couple of turrets on their own). use your own scouts to keep an eye on the enemy's main fleet. know where their cap ship is and what direction they are colonizing in. try to figure out where the frontiers of your territory will meet and get their first to establish a strategic advantage.
don't waste money in the early game on fixed defenses like turrets. instead build ships to patrol your territory with. its more cost effective and the ships can go on offense later. you'll only start using fixed defenses in the midgame as a way to beef up your strategic worlds taht you expect the enemy to attack. no point in building a turret where it will never shoot, right?
protect your capital ship at all costs. they are slightly weak at low level but at level 5 and up they are extremely powerful and can dominate battles when supported properly with frigates and cruisers. don't be in a rush to build your 2nd cap ship, its better for the first one to gain some experience until its level 4 or 5 at least. build your second one to supplement your fleet as you're moving from the early game (expansion rush) to the midgame.
as you get better at the game you can consider varying the 15 steps i have described, but when you're still learning its best not to deviate too much. try to understand the reason for the steps before you go and do something different. and stick with it. Sins is a pretty complicated game but its very rewarding. the game has an amazing level of depth to the gameplay. have fun!