Okay, well for starters you're not going to be able to "afford" much of any kind of ship right from the start.
Here is how I do a "quick start" on a new server:
1) Shopping
Buy:
Undeathinator
Basic Factory
Standard Factory
Advanced Factory
Factory Enhancer x9
Capsule Refinery
Faction Block
Build Block
Bobby AI
Rail Docker x3
Turret Axis x2
Basic Rail
White Light x 4-10
Storage Container
Cargo x10
Then whatever is left I dump into Power Generators and Power Capacitors at about a 5:1 ratio (5 generators for every capacitor).
2) Get to a planet
Hit M to bring up the galaxy map. If you're in single player, just find the closest planet. If you're on a multiplayer server, you'll need to find a planet in a system that isn't already claimed (aka, the cube for that section of space isn't colored). Try to pick one with lots of asteroid rings (the yellow circles on the map), and not one with an Unidentified Station nearby. Write down the coordinates for the planet.
3) Fly to the planet in a pod
No need to make a fancy ship right from the start (not that you really could). Just make a core, one power generator, and one thuster. Set a waypoint (hit N, hit the Set/Load Waypoint button, put in the coordinates you found earlier), and start flying there. Go at max speed, don't slow down to look around, don't stop, just hoof it as fast as you can. Pirate stations and the like might try to shoot you while you go, but if you're going full on bat out of hell, they shouldn't be able to hit you.
4) Land on planet, set up emergency shelter
Land on the planet somewhere with a nice flat surface, preferrably on top of a mountain/mesa with a good sized flat top. Hit I to bring up the inventory, go to the Faction tab at the top, make yourself a faction. Place your faction block, use it to Claim System, and Make Faction Home. Place the Build Block. Use the build block to harvest blocks quickly and easily (just avoid any stone blocks with colored blobs or crystals in them, you need to harvest those by hand). Use those blocks (mostly dirt and plain rock) to build a Minecraft style house.
5) Install Power
Put your power generators down in a straight line 1 block thick, the longer the better (I usually dig a verticle hole in the ground to put them in). Put your power capacitors down in a solid block.
6) Install Factories
Put down your Capsule Refinery, Basic Factory, Standard Factory, and Advanced factory. I usually put mine down in a row. Hit C on the basic factory, hit V on the Refinery, that links them together so your basic factory can pull materials out of your refinery. Repeat on your standard and advanced factories (and you can link the lower factories into your higher ones, hit C on your standard and V on the basic, then you can make stuff in the basic and have the standard use it without having to move it by hand). Also put all of your factory enhancers onto the refinery (C on the refinery, V on the enhancers) so that you can process raw mats faster.
Also place your storage container and link the cargo blocks to it so you have room to put stuff.
7) Build a defense turret
You should have a cannon computer and barrels in your starting supplies, and the Bobby AI and stuff from earlier will let you finish the turret. Thats too complicated for easy text descriptions for how to do, but go watch Bench's videos on Youtube, they'll show you how. This is important because pirates will find you eventually, and they hang around forever bothering you if you don't have a defense turret to shoot back at them.
8) Scavenge the planet
Run around the planet looking for the rock blocks with the colored blobs and crystals in them (like minecraft ore). Harvest those by hand (same as you would in Minecraft, just you have a nice long beam to use and don't need to make tools). Different colors are used to make different complicated things, but for now just grab as much of any kind you can get.
9) Refine and Produce
Put the crystals and ores into the refinery, this will give you refined capsules (not important right this instant) and either crystal composite or metallic mesh. Those last two are the important ones. All the basic stuff you need will be made with those two refined mats.
Using your basic factory, start making power generators, salvage modules, and thrusters. Also one salvage computer, one storage container, and a few cargo blocks.
You will want a few hundred of the power generators, salvage modules, and thrusters each. If the factory output is too slow for you, make factory enhancers and connect them to the basic factory like you did the refinery. Each one you attach will increase the number of units that factory makes by 1 (so if you put 9 on the factory, every time it makes something it will make 10 of them instead of just 1).
10) Make a salvage ship in orbit
Once you have your new blocks, make a 3 block pod like you did at the start and fly up into orbit, just high enough that you don't fall from the gravity. Make your basic starter mining ship there with your power, salvage modules, and thrusters. Attach the storage container to the salvage computer (C on the salvage computer, V on the storage), then attach the cargo blocks to the storage block. That will make it so anything you mine goes into that storage block instead of your personal inventory, so you can mine more per run. Make it as big as you can, then fly it to the nearest asteroids and start mining them. Your ship will still be pretty small, so try to aim for the crystal and ore deposits you can see, though eventually you will want to eat the entire asteroid (so that it will respawn later).
11) Repeat steps 9 and 10
Mine for more materials, refine, make blocks for a bigger miner. Repeat until you've got a good sized miner that can eat stuff pretty quickly. Your power grows exponentially based on how fast you can gather resources, so the bigger your miner the more you can do.
12) Make money
Once you have a decent mining ship and stores of resources, concentrate on making money. Weapon modules and Warp Gate modules sell for good money at shops, a *LOT* more than trying to sell basic unrefined ore or rock does. Make those in your factories, then sell them to shops. Your target is 1 million credits (seems like a lot, but its easier to get than you think once you get going).
13) Make a station
Once you get a million credits, you can then build a space station. Basically set up your station like you did your ground base on the planet. Move your stuff to it, make it your new faction home. Stations are a lot easier to get in/out of than going up and down to a ground base, much less buggy, and just all around better.
14) Repeat steps 9 and 10
Improve your miner and station by manufacturing your own blocks instead of buying them (shops are a trap option, it will take you 10x as long to make money and buy blocks as it will to just make your own). Build bigger, cooler, more diverse ships. You're now set up and ready to do whatever you want.
