I just started playing game blind and what do I need to build/research in order to make spaceship?
It depends on what you want the ship to do. Let's say for example you're trying to make a basic intrasystem defense cruiser. To do this, you will need to design the following:
Active Sensors
Fire Control (Beam or Missile, depending on your armament, or both if you're mixing)
Engines
Missile launchers and magazines AND/OR
Beam weapons (Railguns, Lasers, Gauss cannons, High powered microwaves, Mesons, Particle beams...)
You'll also want to research armor because it reduces the mass penalty required to get a level of protection.
Now each of these components has multiple research branches that go together. For example, Engines have the engine type (Nuclear Thermal, Nuclear Pulse, Ion, Magnetoplasma, etc) and a fuel efficiency as the most basic requirements. But you can also research how to reduce the thermal signature (for avoiding thermal passive sensors), or you can tweak the engine's power yield to be greater (causing more fuel use but providing more speed) or lesser (which has the opposite effect).
Active sensors have two research branches, Active sensor strength and EM sensor strength. You can also research an electronic hardening that applies to multiple components but it really only helps against high powered microwaves. Missile fire controls operate using the same technology as active sensors, while beam fire controls are a separate tree involving fire control range and tracking speed.
Missile launchers have two techs, the Reload Speed and Reduced Size. Reduced size launchers fire slower, but have much less mass to them so you can fit more, going all the way down to box launchers that have to be reloaded externally. The magazines are a little more complex, as they have both a storage efficiency (higher research = more missiles per hullspace), an Ejection system which comes into play if the magazine is hit in combat, and they also feed off your armor level if you wish to make them reinforced.
Beam weapons generally fall under a bore diameter (10cm, 12cm, 15cm, 20cm etc) combined with a 'range' modifier. For lasers, this range modifier is the spectrum, while gauss and railguns use a launch velocity.
Note that this is... really a gross simplification and actually doesn't explain anything worth a damn. It should give you a basic understanding of how complex it is, and give you stepping stones to figure out more. I highly recommend going to the Aurora forums and looking at the bureau of ship design, or some of Steve's AARs. And this goes nothing into /missile/ design, which by itself is somewhat complex and about to get worse.