Spend a little time reading the online manual, it helps out a lot, then use the missions as a guideline on how to play. The first missions as Terran are more or less to be considered as a tutorial on how to play the game.
A thing to keep in mind though: If your power rating (PR) climbs up above 5000, you will be open for attack from other players, should you get attacked and loose, you will receive damage protection (DP) and then you can explore as many planets as you like as long as you don`t build any *offensive* ships (strafez fodders are considered offensive) Scouts and Stations can be built as much as you like.