Finding a point to start in a sandbox game is sometimes difficult.
There are so many ways to start the game, and all are totally unique to your playstyle and possible previous experiences with other multiplayer games.
Lets cover a few scenarios:
1) You feel you want to try the game on your own,
no one disturbing you,
and you like to discover mechanics,
crafting and learn it the hard way
Go ahead, start single player, and possibly watch a few videos about power and ship systems.
While staying relatively close to universe center you are pretty safe. You will encounter very few pirates, but you have to prepare.
Build your ship to be a small armed salvager.
Starting from mining asteroids and selling the loot to shops to gain money, until you have enough money and systems to build a larger miner with a few turrets around and a good amount of shields (do not forget rechargers).
Once you packed your miner full of storage chests, and feel its getting full, search a good spot and start a homebase in space.
Use looted hulls and materials to build a stationary crafting factory.
(From there you operate and park a possible assault ship to attack the pirates, or a defensive interceptor when you come back from your mining with a bunch of pirates on your tail.)
2) You want to start building massive ships and play around with jump-drive, weapons and huge shields
No problem, start single player.
While we do not have an official 'creative mode' yet, no one stops you from using adminstrative commands on your own single player server.
So this time, check admin commands section:
Your best friends maybe:
/god_mode <yourname> true
Oh another, pirate, just stay there, will start to build a ship to kick your a** in an hour or so, just keep shooting you will see..
/give_category_items <playername> 100000 <category>
Go to a shop and read the 'section titles' like "Hull" "Logic" "Ship"
Now type: /give_category_items <yourname> 100000 Logic
to have 10000 of every logic gate in the game.
Build, Fight, Learn.
3) You want to get into a battle and fight
Get a few blueprints from the http://starmadedock.net/content/ on the page, and select a few premade ships from others to start with.
Now search for a PVP or even better:
Battlemode server in the built-in serverlist and fight round by round with opt-in to every round against other players.
(Leave battle-faction to skip, and keep building, join them to attend the next round for that game-type.)
Your ship gets reset back to the state it had on start of round.
4) You do not want to play alone,
but also live in peace with others
Check the built-in server list and search for terms like:
No PvP or
in the names and descriptions.
Those servers do not allow random killing or at least make it follow role-play rules.
However going for a full-peace server (building servers for example) may be great to learn the mechanics but when you are light on the trigger finger may get you in trouble someday.
If the general tone does not feel right, give it 2-3 days and then switch to the next one, there are many servers out there, and due to different players living there they are all valuable micro universes on their own.
Also you may find a faction there to participate or trade with.
After playing for a few hours/days there, and behaving correctly and following the rules, one of the factions may pick you up and see your potential.
Depending on server and faction you joined, you may be assigned a task, or find a loose organized group waiting for a good leading and charismatic person to unite them, and lead them to the top of the server, by either force or economic domination.
5) You do not want to play alone,
but also live with others
See above, but beware:
A server allowing free battles and open pvp,
is a great challenge for experienced players,
but dont expect you can gather ressources for a week in peace,
before being attacked and shot to dust on a server with the words "Hardcore" and/or "pvp" in the name/description.
6) I want to play starmade with a few of my friends from reallife
This does not limit or collide with any of the above examples.
When you are all 'new to the game' you should consider a peaceful server to learn the economy and mechanics.
When you start your own faction with a few people,
no one should complain or enforce rules when you decide to 'test' your ships weapons and fight skills on each other,
while taking care to not damage or shoot someone innocent.
And well, the universe is THAT huge, there is always a spot to play around without anyone else noticing you train for the real stuff.
Once you know your desired style of playing and also the game a enough, you can switch to a different server together if the rules do not match it.
Great thing about all this:
You can save blueprints of all your ships and can port them with you to most servers that allow blueprints.
So you could possibly design a huge capital in single player,
upload it to a server, and slowly but steady gather the stuff to fill the recipe and spawn your ship there to show them your skills in building/design or even weapons. =)
Its all in your hands,
make small steps on the start, as the game is huge and detailed in its functions you should at least consider 4-6 weeks playtime before knowing most of the basic stuff.