Right now, there is a very nice tutorial showing you how to build the first ship when you first start the game. While how you start the game can be debated, I think that throwing players straight into the core of the game (flying and building ships) is important. Being on a planet is definitely something I expected when I first started the game, but it makes sense to be next to a shop at the beginning.
At the same time, server admins have the flexability to add these options at the moment. You can change the spawn location and build a controlled space station with a shop. You can even protect the spawn from griefing. At least server admins can be creative if they want.