The starting tutorial will give you an idea of how to mine asteroids, the dynamics of ship-to-ship combat and a few pointers about the NeoCom control panel, the station interface and basic navigation.
Your priority now is to make some money. While there are many ways to make a fast isk, the two easiest and most profitable at this stage are to embark on a few agent missions or mine minerals. Buying skill packs or upgrading your ship and equipment isn’t cheap, but your starting frigate won’t last long against determined opposition and you'll want to buy something better as quickly as possible.
As soon as you click on your newly-created character the tutorial screen will open. Follow the instructions closely, completing both segments (in space and in-station.)