Some buildings are setup to only allow those who are on the crewlist to enter them. If you can't get into a particular building that may be the reason.
Unless you want to buy NPCs, you don't need to enter buildings at this point. If you are on your race starting planet, you should be able to find a Shop in which you can purchase some weapons or small items, and the shops are set to allow everyone access.
Beyond that, it is best just to join a faction right away so they can provide you with a ship to use so you can leave the planet. There isn't much for new players to do on planets at this time.