First step is to join a faction; they will provide you with a ship, transport to said ship, salary with which to buy new, shinier ships, and other things to do.
Keep in mind that the Combine is still under development. We do not yet have combat and production. We do have travel (for XP), the ability to level and increase your skills, mining, prospecting for mining deposits, and that sort of thing.
We also have Admin Scenarios and White Scenarios if you are interested in message board RP; these will also earn you XP.