Pretty much just play it, my
Tip if focus on economy first and last thing you should learn is military since it requires a good economy (USUALLY)
imo there are 3 main sectors that i deal with in my empires
main economy
production economy
specialised economy
technology
military
main economy
energy credits, minerals and food mainly, the vitals for ur empire otherwise ur toast, generally minerals are easiest as they're found in abundance in systems and i usually end up with more than i can remember how i got, food is important for pop growth so keep a stockpile at all times
production economy
consumer goods + alloys, since these depend on ur main ecomomy, minerals = consumer goods + alloys
specialised economy
strategic resources that usually come into play 2250+ depending on ur tech level, once u get these they can be good for starship technologies and level 2 buildings like labs n shit, but remember that once u get these resources, ur economy will become reliant on them as they'll act as a normal resource wherein if u hit 0, you will suffer empire wide penalties
technology
depending on ur playthrough, this is very important, primary source is research labs and stations but some players may choose to use a science nexus
military
again, if u want to conquer others which can be a good idea (i usually make an empire my tributary to support later wars- u get 25% of their energy and minerals, then protectorate them later if possible and integrate), if u want to play aggressively and dont want to deal with claims, u can start as an authoritarian and demand vassalization/tribute which will trigger a war where u practically have to occupy the enemy's entire empire. status quo on subjugation wars will release the space you own as a new empire that is either a tributary or vassal of ur empire depending on ur war goal
i usually play authoritarian fanatic materialist because it's fun and has some roleplay ability too =)