Just started playing two weeks ago not having any idea of what to do. Found the following video series to help extremely:
He is playing Terran Conflict instead of Albion Prelude but the information still pertains.
Also he is another forum post with a bunch of guides:
I did the humble merchant start and it was a slow first couple hours as I was manually trading until I got enough money to get a second trader and eventually Trading Mk3 so that I could turn them into a sector trader and have them do their own thing. Also if you are playing Albion Prelude, try and start the plot line. After the 3rd mission or so you get a Argon Centaur fitted out with shields and weapons which makes doing combat missions really easy. Its already fitted with a jumpdrive so you just need to front the energy cells and you will be able to do the hard missions fairly easily.