This post will serve as a quick start guide to get you started in Project Terran.
When you first land on Atlas Station in Terra, the first thing that will be presented to you is a quick start tutorial on the interface. This will guide you through the interface, showing you what each icon does. Toward the end of the intro, you will be shown the slide for the skill tree, something like this:
Skills are critical in Project Terran, and form the foundation of the game. You will have been given some skills when you created your character, but these will all be level 0, you need to train them. So, the first thing you need to do when the tutorial has completed is to open your skill tree, have a look through the skills you have been given, then start training them!
Once you have started your skill training, then you should visit the first NPC on the promenade at Atlas Station, the Phoenix Coordinator. He will get you started with a few simple missions that will introduce you to the game.
From there, where you go and what you do is entirely up to you !