When you launch the game the first time, you should see the option to select the difficutly. I can't recall but maybe it's set on easy for the tutorial. I'd go for easy next time to start. I've been playing the game a lot but still get beaten by the AI...and i should keep in mind the things it tell you here.
1) Imho, you shouldn't be too fast. Because if you extend too much, you'll have a hard time to defend your colonies. The AI is very good at sending troop ships. It's therefore important to have ships in orbit of your planets. It's also crucial to build up ground troops on every planet you have.
2) What i like in this game is that not every planet has the same importance. The biggest planets are your core planets as you can developp them a lot and the different levels of infrastructures make a huge difference. Planets with bonuses, especially if they are small, should be developped in that direction (mineral rich - industrial, science bonus - scientific world). I usually build the first structures of every building on every planet (only 100 mc) in order to cover the basic needs. I specialize after. You'll be limited at the beginning anyway as the next levels of buildings are very expensive and you'll have to build up a fleet (which is not cheap either).
3) Important: you can focus research on one science field and in any science field you can focus on one specific research. I usually start with logistics and communication as well as diplomacy improvements. Maybe i should focus on weapons instead and ground troop techs first...
4) Every race has it's strengh (laser, beams etc) and i would focus on them first. Make sure to have enough troop transports.
Don't forget to bring back your colony ships where you have a space station so they can be refitted. You can colonize the entire galaxy with one colony ship if you want.