The thing is I don't know stuff like what to get as starting research, how much to research at a given time, what to build for industry etc.
A very brief list of some techs you should probably research early on, you probably won't be able to get all of these with your initial tech points but it provides at least a base from which to start.
Active sensor strength, EM sensor strength - these let you design the active sensors that will let you spot and target other factions ships and colonies, and are required for your missile fire controls. Keep them even in research done on each line. I like to get them to EM 11, Active 21 before starting to build any real ships as before that you need to bulk up the sensors size to get any real range.
Beam fire control range, fire control speed rating - if you are going to be using weapons other than missiles then you need these for your firecontrols to have the range and ability to track your targets.
Jump point theory - without this you cant research gravitational sensors to let you find jump points meaning you are trapped in your home system. You will also need to research the first tech in jump drive efficiency, max jump squadron size and max squadron jump radius before you can design your first jump engine.
Reactor and engine techs - you have to research each level of the reactor tech to be able to research the corresponding engine tech, which in turn is required to research the matching missile engine tech. It is usually a good idea to keep all three at the same level, ie research the engine and missile engine techs before researching the next reactor tech.
Capacitor recharge rate - If you are using powered beam weapons, ie everything but gauss, you want to get this up to the level that you can design weapons that fire every 5 second increment for point defense.
Fuel efficiency - It is a good idea to get the first few levels of this as it helps extend you ships range tremendously and means your missiles need to carry less fuel freeing up space to make them faster/more accurate. Leave it after the cost starts to shoot up until it starts looking cheap compared to your other tech.
Magazine feed efficiency - I tend to get this up to 90% then leave it, until armour tech has increased to the point that amouring the magazines using the extra couple of % will not reduce it's capacity.
Missile launcher reload rate - get this up to 3 allowing your size 1 launchers to fire every 10 seconds then leave it until you have the research labs available.
Missile agility - get the cheap first few levels then upgrade to keep up with your missile engine tech.
Warhead strength - again get the cheap first few levels then continue upgrading as research allows.
Reduced size launchers - cost quite a bit early on to get up to box launchers but can be worth it for massive alpha strike capability.
If you are going to use Gauss cannon, then you want to get the rate of fire up to 4 then concentrate on improving the launch velocity(range). 50% size gauss cannon pretty much match lasers for final fire point defence at RoF 3 and are better at RoF 4.
The reduced size vesions of crew quarters/fuel tanks/engineering sections can be a good idea to get early, particularly if you are going to be using gunboats/fighters. - note that there are quite a few changes to requirements for all of these in the upcoming version.
Improved command and control - lets you build sector commands that let you place another governor that applies their bonuses to all colonies within the system/sector.
Ship to ship tractor beam - very useful for recovering damaged ships that have lost their engines or towing stations into position.
Turret tracking speed - this influences how much extra space is taken up to create a turret that can track at a specified speed. While you can design a turret to track any speed regardless of the level of this tech they will have much more 'wasted space' untill you improve this tech.
It is usually a good idea to focus on one beam weapon type and keep the size and range techs more or less even.
Armour tech - research as you are able. Low level armour takes up a significant space on your ship design for even moderate levels of protection.
Shield tech - keep the shield strength and recharge techs balanced. Most don't find much use for shields until at least the 4th-5th level shields are available.
If you research any of the increased production/mining/research/etc techs then remember to research expand civilian economy tech as well. Each point of production/research/construction costs money and it is quite easy to boost your production to the point you can't afford to do anything.
Sorium harvester - I usually wait and see if any of the gas giants has sorium deposits before getting this tech but pick it up when you start expanding as it is the only way to use the sorium in the gas giants.
Terraforming module - while you can build planet based terraformers I usually find it a lot easier to place a large number of modules on a single vessel that can move/be towed in one go rather than having to use freighters to move the ground based terraformers.