It seems to literally drop you in the middle of the ocean and leave you be.
True enough, though I find that part of Subnautica's charm. Repair your radio if you haven't already. Radio messages will give you some guidance in the form of new biomes to check out.
Another player here was sort of stuck and we have been PM'ing back and forth with tips and pointers, so feel free to do the same if you want.
At this stage I'd say just keep exploring. Find ways to increase your mobility and depth capability. Keep an eye out for brain coral, which I find awesome in the early game to help you explore deeper water, it replenishes your oxygen to extend your dives before you have a submersible.
At the start I prioritize these items
Scanner Fins Sea Glide Knife Repair Tool High Capacity tanks
Swim around with your scanner out and scan everything.
Animals flee this hell, the hardest stones cannot bear it for long. Only men endure