You either log into "Universe", from there you either select Arccorp ( small city type thiningebob
) or Port Olisar. Thats the one you want to go for. ( You can also get the same choice through your hanger by going out the large blast doors and into the lift. )
From there you wake up in your bed, jump out and go to the ship selection room, hit a terminal and get to choose your ride!
From there the worlds your oyster... or rather your world is the small system that they have released so far!