Well, you can walk around your starting city/planet for experience, if you already chose a location. But there's not too much you can do besides that.
But if you haven't, it's better to exercise a little patience and wait until you are accepted into a faction, start at their HQ, and get assigned a ship from them. They'll also give you basic training and probably some missions/objectives.
"May the Grace of Ara go with you, and His Vengeance be wrought upon your enemies."