When you're just starting out, try to simplify your builds by clarifying your goals. At the start of the game, you need to get your economy up and running and you need to scout in order to find planets to expand into. I'm going to focus on helping you with that by doing a rough walkthrough. As always, take what you like and use it and reject the rest.

So, as everyone else so far has said:
You need to build your Crystal and your Cap Factory first.
Que up the two Metals.
Que three Scouts. Manually scout with them (auto scouting means you're not paying ATTENTION to what they're finding -- like an enemy's Homeworld or a nearby asteroid, choke point, etc)
Now you get to make a decision: do you want a Colony Capital Ship or one of the offensive Capitals? It's easier to expand with a Colony Capital but they tend to be weaker fighters. A Battleship (or if you're TEC, the Dreadnaught) are better suited to slugging it out (and the Dread is REALLY good at killing worlds), but will slightly slow down your expansion since you will need to build a colony frigate in order to expand.
Colony frigates have less "mana" (I'm blanking on the in game name) and since every time a ship jumps it drains a portion of it's mana pool, you often end up waiting for the colony frigate to colonize a world, since it has a small mana pool. That's no big deal - maybe 30 seconds of waiting. Make sure to move the colony ship manually over the world while it recharges to reduce the downtime if you choice this route.
To sum this up: The choice is between an almost immediate short term gain with reduced returns over time (a quick colonization but a weaker warship) vs a potential long term gain (a more powerful Capital ship leveled up slightly earlier). Both choices have advantages and disadvantages. I usually choose the warship. For a starting player, I'd go with the Colony Cap with it's first upgrade being it's colonizer ability.
Make sure your first expansion is into the nearby asteroid (there is always a roid near your Homeworld). This is because the roid is easy to cleanse of guardian ships and is cheap to turn profitable. You don't need escorts to cleanse it -- any Cap can do the job by itself.
Once you have your new colony, at the first opportunity you MUST upgrade it's planetary infrastructure. A freshly started colony has a negative income -- and tolerating this negative income is THE KEY NOOB MISTAKE THAT SLOWS THEM DOWN! Failure to quickly tech a colony into profitability is often the reason a player is beaten over the long term, too, since your "credit gap" will widen over time vs players who do tech their infra. Even worse, if you fail to tech the infra as you colonize it is quite possible to go into negative income for your empire after a few too many new colonies!
For a roid, the first and cheapest planetary infrastructure upgrade immediately turns them profitable -- thus these are the easiest worlds to expand into at the start. So go for roids first (and second)!
The second thing you must do is build the new colony's metal and crystal mines. Crystal should be done first.
Almost all players will hit two worlds right around the same time, unless someone messed up.
Note: you don't need warships frigates -- yet. Let the cap clear the first and probably the second roid alone.
Sell your capital ship factory. Yep, sounds nuts, but you're not going to build a new Capital Ship any time soon and the money and resources this recovers help finance your labs and free up logistical slots for those labs. Do it. You'll like it.
You'll want to upgrade the planetary infrastructure on your Homeworld soon. That's right, the Homeworld has one very expensive upgrade left, and it's important to get this done as soon as possible. Some players even do this RIGHT AWAY at the start of the game (they buy 200 crystal as soon as the game starts and add an "upgrade homeworld" step into the development cycle, usually right after they buy their capital ship factory -- but this can instantly break the bank. Try it out when you're better at the game -- the small amount of extra income it provides at start won't be noticeable -- but over TIME it will make a big difference. So get it done as soon as you can. I usually do the upgrade after I have one expansion and have teched its own planetary infra.
Keep scouting. Find the enemy and figure out what he's doing -- expanding, teching, spamming ships -- and decide what you want to do. Usually you want to tech up militarily.
Build military labs but don't build more labs than you need, and try to ignore the temptation to tech every tech you can afford up. Focus. (note: as the game progresses, try to tech techs that are synergistic (ie, % increases to hull points or shield points or armor, which benefit all ships, as opposed to damage bumps, which tend to be targeted to particular ships).
Tech and build LRMs. Ignore people who call this spamming. They are often the early-midgame workhorse unit.
Depending on the map size, three colonies (ie, your HW and two roids) and the tech to build your race's LRMs is a solid start and a good time to
"stage" your Capital ship and any built escorts for an attack on an enemy expansion OR an attack on a Terran or Desert NPC world. Getting an early Terran or Desert will give you a significant advantage over the long term, both in income and in logistical slots. I usually grab a Desert. To do this, you need a fleet that is maxed or near maxed to your STARTING FLEET CAPACITY. Skilled players might not need as many ships to pull off this attack, but it will be easier with a dozen LRMs. Plus, you're going to want those ships anyway.
or
If you're attacking him, well, the balloon has risen.
Remember, on a new world, quickly upgrade it into profitability.
Meantime, as that fleet cleanses the Desert or Terran or fights the enemy,
continue manually scouting your enemy's systems. You're looking for 1) where his capital ship is, 2) any new types of ships he's producing (ie, carriers, lrms, flak, etc), 3) what sort of labs he's building, if any. Knowing where his capital ship is tells you if you are in any danger. ID-ing his fleet composition tells you what he's got to fight you with. Noting his labs tell you what he MIGHT have to fight you with and/or if he's teching something spiffy. Plus, if you're constantly jumping in and out of his worlds he'll get nervous.

Finally, while you're wrapping up your Desert or Terran expansion or probing in the enemy's expansion
tech up your fleet capacity one level and build more ships. A key limitation for new players is hitting fleet capacity and forgetting to timely tech their fleet capacity -- while another error is a too early tech on fleet capacity. Tech fleet up puts a % drain on your credit, metal and crystal income, so only upgrade when you hit or near your fleet capacity and need more ships. Early in the game the first tech is a no brainer.
At this point, the game becomes more a matter of timing your choices than anything else. You usually won't need to expand after four worlds on a medium map -- the fight will be on and you'll need to focus on teching your military to better ships and also teching to help expand your economy with the worlds you already on rather than taking new worlds to expand your economy (ie, Trade Port or Terran Population upgrade, etc).
Hope this helps. I had fun thinking it all out.