Maybe I'm missing something, but I couldn't figure out where to go or what to do. There were no enemies that I could see, and I wasn't sure if there was an objective or something I had to complete. I wound up flying around and shooting my ammo into empty space until it said "WARNING: LEAVING SECTOR" and pushed me back onto the map. Is this maybe an old build I'm playing?
You have to stop on the warp gates. That lets you warp to other sectors where you can trade, fight, mine, buy ships and all the good stuff.
A tutorial or at least an initial explanation is badly needed. I will get on that for the next update. Thanks for the feedback!