I would suggest reading the Guide, linked at the top of the page, if you haven't done so yet. You should look into joining a faction and figuring out where they want you to go and if they're planning to pick you up first, to make it a bit easier for yourself. There's not much you can do outside of a faction, so trying to travel without a destination will probably be a frustrating experience.
I've already read the guide, and am part of the galactic empire, but besides getting a letter from them saying I was a member, they haven't told me to do anything. I tried to reply to ask them to come and get me but it would not let me. Thanks for your help.
The Galactic Empire has an extensive academy system for new members. In your acceptance e-mail it should have had a link to the forums where you can sign up, introduce yourself, and get started on the process of being picked up/getting a job.
Keep in mind travel time can take days, weeks, etc. So patience is key to this game when it comes to going from point A to point B. Though it is slow in the travel format, you'll enjoy the other aspects of the Combine. Enjoy your stay ;)