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.
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