I would definitely start on a small (something like Close Encounters). Keep it to around 10-12 planets so you don't get too overwhelmed, and just give yourself one easy AI.

The game plays pretty differently from what most people are used to, and a fair number of newer players find the easy AI to be a good enough challenge to practice on. If you have no trouble with easy, of course step it up

Adding multiple AIs with unlocked teams introduces the whole diplomatic element, and can be frustrating when just learning because it's not uncommon for AIs to want to team up on you because they're afraid of your big scary powerful empire

Feel free to ask questions There are quite a few nifty things to the game that aren't really mentioned in the tutorials

HOLY SMOKES!!!!!!!! This game is addcitive!

I started off on a very small system with one AI like you guys said but the pirates are murder plus a not very friendly empire.
I'm gonna start again but stay in one system until I'm built up and maybe not have pirates until I get the hang of it.
I love how easy it is to learn but I'm forced to think.

Use the pirates to your advantage. Be the highest bidder when their timer reaches zero. But babysit it for a minute or two after that. They don't immediately set out until a short time after that and the bidding can go up (and onto you) in the meantime. And don't go after them (until you are really, really ready).

Expand as fast as you can for the first few worlds. Clear out each system with your free capital ship and colonize as you go. Remember to build up your infrastructure so you are maximizing your tax income after you claim a world. Scouting is also your friend. Build a couple of scouts and enable auto-scout.

Ahh, I'm denied an edit Anyway, bit of a shameless pitch, but for some more advanced dealing with pirates (and inevitably siege frigates by the AI), you can read over this thread, people found it helpful, I think

I tried to make sure everything useful from replies got into the OP until the thread died, but there might be something I missed:

WWW Link