I suggest that you start on Easy with Pirates turned off. A larger map with more than one enemy actually takes a little bit of the pressure off because they fight each other, not just you. As mentioned above, only research techs that you NEED. Don't just spam build them as soon as they are available. If you start far from an enemy, research basic Resource techs first. If you start close, research basic military. In that case, researching Repair structures should be a top priority. They are great for defense. Research your cap ship right away, probably either carrier or colonization. A cap ship can colonize planets while a small group of light frigates colonizes another. RETREAT if you are out-numbered and can't win a fight. Not losing ships should be a top priority.
I'm no expert compared to a lot of these guys (I'm only up to Normal), but generally my priority list (on Normal/Easy) is:
1. Build 3-4 scouts.
2. Scout, scout, scout
3. Increase planet population/build Cap ship factory while scouting
4. Build a few light frigates while scouting
5. BASED ON SCOUT INFO, build cap ship, Colonization is usually preferred for me, followed by a Carrier
6. BASED ON SCOUT INFO Decide on first Military/Civilian structure
7. BASED ON SCOUT INFO Expand, expand, expand. Send your mini light frigate "fleet" to planets/asteroids with fewer enemies. Send your cap ship and a few lights to a planet with tougher guys. If a few phase legs away you see a really good choke point, or a really juicey planet type (Terran/Desert), or both, you can (and should) try to take it. Kodiaks are JRM militia are really your only threat so don't be scared away with a planet with six kosovs and only a few of the others. You can always fortify there and expand "backwards" at your leisure at that point.
8. Prioritize according to the map and your enemy.
Also, go here: https://www.sinsofasolarempire.wikia.com/wiki/Main_Page Lots of info! The strategy page is really useful.