The career mode is a good place to start for a new player. In this mode, you start with limited building blocks and a limited amount of money, when using the default settings, this can help players ease into the game by teaching the basics and adding new blocks over time to not make it as overwhelming.
You start on a small island with a small dock where you can build your ship, you'll frequently be offered missions, this is your main way of getting new blocks and materials as well as earn some cash. Alternatively you can find loot out in the world, either floating in the ocean or on islands.
As you progress in the game you'll discover new islands you'll be able to purchase if you have enough money, these islands will offer the ability to fast travel to them and offer a new building location. Depending on the island you bought you will be able to build larger ships, or air and ground vehicles, assuming you have the necessary building blocks.
New and more difficult missions will be offered as you unlock more islands. It is advisable to open your mission menu, default N, and read what the missions require from you so you can prepare and alter your vehicle if needed.