This is your first pilot, so I suggest you take the simple route:
Do normal missions, buy a nice little scoutship. Save a little stash of credits.
Go to the Hatuli system, hire some freighter escorts, buy equipment on Gribn, sell it on Therir, buy metal on Therir, sell it on Gribn, keep it up until you have as much money as you want. Some goals:
1 million- buy a Freight Courier (in the Thoso system in eastern UE space.) or Arada (anywhere in the alien space to the north). Both are versatile and rather strong ships. The Freight Courier is slightly tougher, with more cargo space and a longer range. The Arada is considerably faster, and also makes 1 day hyperjumps, while the Courier takes 2.
4 million- buy a Lazira, if so inclined. Its fast and powerful, but I just say save up for...
9 million- buy a Crescent Warship. This thing will be your first real taste of power, capable of destroying Voinian Frigates fairly easily. Get a bit into the UE missions in this ship, and after you get a deadly combat rating, go to New Taranto, go in the bar, complete the mission string there, and you can buy...
10.5 million- UE Cruiser! This ship is extremely powerful, capable of beating anything when properly upgraded. Go to the far east and capture some Igazras, they make deadly escorts. Go dominate the universe.
Thats my recommended course if you take the warship route. In later pilots, you may want to try other ships, such as the versatile Azdara class fighter, but my outline should give the easiest fights.
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