Man I've tried this game a few times but always get totally confused. End up flying around aimlessly and giving up
I think that sometimes too much freedom in a game can be a bad thing, many people have the same problem when trying to get into Eve Online.
The idea is to do what you want within the confines of the game, and choose your own way to glory (for want of a better word).
Here's how I got started, it might help you too.
1) Starting on Argon Nostalgic, you have an Argon Buster ship and 1000 credits, complete the flight school, then head towards the nearest solar plant station (might be a few in a system called The Wall) and dock with it. Buy as many energy cells as you can fit in your cargo hold (or afford) but make sure you're buying them at a good price (12-14 credits each is good). Find a station that needs energy cells to make it's products (should be listed under the station's primary or secondary resources), and if they're buying for 17 credits or more, sell all your energy cells. Rinse and repeat.
2) When you've got a few thousand credits from trading, you can upgrade your ship, go to the nearest equipment dock and buy upgrades for your ship's engine and rudder, max those out if you can (pick up the SETA device if you haven't already, it's very cheap, and will allow you to speed up time so long journeys don't take forever). Then pick up Flight Command Software MKI, this will give you auto-aim and make combat a lot easier. When undocked, press K to activate auto-aim (it should show in the lower-left corner of your screen, make sure it's set to "ON" and not "SEMI".
3) Now you're combat-ready, look for stations that have a red target symbol in the top-right (or check your system map for it). Open comms with the station (press C when you're within 24km of the station and have it targetted) and talk with the person who has the red symbol next to their name. Accept any missions that require you to patrol a sector, or defend a station, these missions are easy as the enemy rarely focuses on just you and there's no time limit. You should start racking up the credits now.
4) From time to time on these missions, you'll find someone you've been fighting has crapped their pants and ejected from their ship. Fly to within 40m of the abandoned ship, eject from your own ship, make sure you're within 40m of the ship then left click on it's target window and select "claim". Congratulations, you now have a new ship which you can repair (press the "fire" button when ejected from your ship to use the repair laser, don't worry about it running out of juice, just keep your finger on the trigger). Once repaired, you can sell the ship for a tidy profit, or if the ship is better than yours, you can keep it. You can even have it fly alongside you so you can have some backup in combat.
From this point on you'll start earning some good money, but there's still so many things to do, so many ways to go, etc. I recommend watching the video guides on Youtube listed
here.