1. That sounds like a bug. Multiplayer only works with Photon at the moment, do you see "photon server" top right after starting game?, if you see that, when others join do you get the notifications: player is downloading and player joined? Also there is a button Show Logs in Options, is there any yellow/red value in there to indicate a a warning/bug? If you want I can host a server to see if there is a bug.(find me on discord)
2. there are asteroid clusters(2-5) per sector, spacestations(2-5) per sector and planets(1-3 per sector), you need to wear the suit or to be in powered cockpit to see them on the hud. Or look at the sector map from the PDA. Also you need to build the mfmf drive( all blocks are in starter cargo) to get anywhere in the sector, with the 0.8.0 sectors are 1000 times bigger and the thrusters won't get you anywhere in a decent amount of time.