Actually I've started my first game. Just getting to grips with it.
Anyone here who's played, can you give me some starting tips? What do you wish you'd known when you first started playing?
Play the tutorial campaign, as it's pretty useful for showing you the basics. Barring that, I recommend Easy/Normal difficulty, with only 1-2 opponents, for your first couple games. The AI in ISG is pretty good, so I would avoid the Hard setting or higher until you've become more familiar/comfortable with the game.
Focus your homeworld on production in the beginning, as building stuff takes a while at first. (This is a somewhat common complaint, that I believe will be addressed in a future update.) Researching a Construction tech like Robotic Factory early helps a great deal with this as well.
For new colonies, have them focus on developing infrastructure. This will pay dividends towards improving their industrial production further down the line.
Not all Leaders are created equal: Some are more expensive than others, but you shouldn't automatically assume that means they're better than cheaper Leaders in your available "pool"; some are, some aren't, and some are a...mixed bag. For all Leaders, look at their costs, their stats & abilities, and what your needs/wants are.