Hey @damiter_99. Welcome to the game. I actually folded the OTG squadron and joined one active for the Alliance, which is my Galactic Power of choice.
The game is truly sandbox. You have three main focus areas that the game tracks for personal excellence or “level” ranking: Combat, Exploration, and Trade. You want to pick one as your main bucket and focus on that until you get Elite ranked, but you end up doing a bit of everything until you figure out what the game has to offer as activities and which ones you like, vs. which ones leave you wondering why anyone bothers.
First and foremost, spend as much time as you need in the training demos for flight. You can generally choose to avoid Combat unless you want it or go poking into combat zones uninvited, but there’s guides that advocate learning how to fight from the ground up. It’s a true sandbox environment - I skipped combat, which is why I’m Elite Exploration, one rank away from Elite in Trade, and Mostly Harmless ranked in Combat. 
But I have spacebucks aplenty now so I’m learning and practicing combat in an Alliance Commander endgame ship. The thing turns on a dime. My trading ship is an Anaconda and she considers letting the universe turn around -her-, and my exploration ship is an Asp Explorer, which is middle of the road everything and with tricked out drives I’m hitting 55ly jump ranges. Not needed, 30ly is min for Exploration voyages off into the galaxy. Lower than that and you’re stuck exploring the clustered stars in the core of the spiral arms.
Combat is combat. Full up pew pew with every rank from Harmless to Elite. If you run combat missions as your focus, learn the difference between a PC and an NPC (PCs have hollow icons on the scanner display bottom center, NPCs have solid ones). If you run combat, then you will be collecting money for wanted combat bonds of the folks you kill nearby in the system. Combat statting is a thing and one I have not yet spent any time learning. It also pushes you to do the Engineers quest lines to unlock the ability to tinker and upgrade your equip to push better min/max results. Go Google, if that’s your aim.
Trade is trade. I highly recommend spending the headache time of downloading Trade Computer Extension Mark II, tce mkii to google. It is an external bridge between the online databases like eddb.io and such and your trade data. It sits as an overlay with certain tools and is well worth the learning curve. Every port you dock at will be scanned by your own personal trade database and reported in to the websites as well so players know what the up to the minute pricing and quantities on all commodities happen to be. Even if trading is not something you want to get into now (it’s boring, back and forth and interdictions. Back and forth and interdictions. Have something playing like music or videos in another screen or the background of the room if you go this route, there’s a bit of eyeball bleeding to it but the money racks up if you know how to read the eddb.io and other online trade databases.) … even if it’s not for you for right now, just having it on every time you play means each and every port you log into will upload its data into your “ship” trade computer, the TCEmkII. And eventually you’ll be able to just flip to your TCE in order to determine the closest station that sells what you need to buy, or see what the things to stock your cargo holds with when you have a mission to another station, for more than just gas money on the way.
Exploration … this is my thing. Learn the new scanning minigame. Outfit a ship like the Asp Explorer which can essentially survive forever out in the uncharted spaces of the galaxy. Again, music or videos help. Having friends you can holo-project to accompany on cooperative flights and wing missions back in the bubble can ease the isolation too. But with Exploration, you jump to a new system and see if anyone has already scanned it, and/or mapped it. Scanning is done close to the arrival star and is the new minigame. Mapping is the old scanning replacement, where you fly out to each celestial body and fire drones at it now to map the surfaces. If you bring along a Surface Rover, you can land on Horizons-capable planets, find Points of Interest, land there, or fly close to the surface, and scan all of the mineral outcroppings and crystal deposits you find. Shoot at them with the surface rover, scoop them up, and you earn the parts and pieces that can be used in your ship or at Engineers to manufacture stuff you need out in the uncharted galaxy (reup your ammo or fuel on your surface rovers, 4xmpl) or soup up your parts and pieces back in the Bubble. Exploration earns tons of spacebucks, but you have to choose carefully where you turn in your Cartographic Data.
In the end, there’s loads more to do. And the beauty of it is that it simulates galactic expansion in a relatively advanced but also relatively early phase of human celestial diaspora. Every station has several factions. Do missions for the factions, their influence goes up. Factions align with certain superpowers. You can end up with a superpower in control of the star system, but have a different superpower control an individual station within the system. Control fluctuates with the Power Play weekly cycle every Thursday renewing, but when you link up with certain Squadrons they have access to computer modeling programs that analyze all of the control and influence and figure out ways to literally take over entire regions of space because through Inara or somesuch they got their Squadron linked directly to an in-game Faction.
Now I fly with the AEDC which focuses on power within and through the Alliance, and is tied to a specific faction. Every day I log into the squadron website and see what the AI has determined are the numbers of actions in specific locations, combat, trade, exploration turn-ins, etc. in order to spread our game faction’s influence and trade dominance throughout the galaxy. The game continues to reveal more macro and micro options the more that I play. It’s pretty well constructed with real gems buried throughout the sandbox.
Enjoy!