Factorio has quite a few settings you can play around with to customize things how you want. There are multiple audio settings, and you can either play in a fullscreen or windowed mode. You can also customize all the hotkeys and shortcuts used in the game, its a fair idea to have a brief look over this menu before you start a game. Some of these key mappings won't quite make sense right away though, but over time you will learn how powerful some of them can be.
There is a tutorial produced by a community member which goes over some of the more useful Hotkeys and Shortcuts
Below is an overview of the default keybindings in the game.
There are a large amount of other options available in the game, such as graphical settings, audio configuration and other game settings.
When you go to start a new game, you will be brought to the Map generator menu, where you can customize different settings and parameters about the map before you start.
One useful setting for beginning players is the Peaceful mode checkbox. The default setting is off, meaning the enemies in the game will aggresively attack your factory based on how much pollution you produce. When peaceful mode is enabled, they will not directly seek out to attack you, and will only become hostile if you attack them first. This setting is useful for learning the game for the first time, as it reduces the chance of a devastating attack while you're still learning the game
Two other important options are the Starting Area, Map width and Map height. The Starting area size determines how much space around your spawn location in which the enemy bases will not spawn. Setting this to large is reccomended for new players, at it allows more breathing room before initial enemy attacks, and more space for early expansion.
The map width and height determine the size of your generated map. By leaving these empty the world generated will be practically infinite in size. Some players enjoy the challenge of a limited map height or width, but mostly these are left blank.
The columns defining 'Frequency', 'Size' and 'Richness' are used to customize the way these resources spawn. Frequency determines the probability of a resource patch, Size determines its size, and Richness is used to calculate how many resources are in each patch. Note that setting enemy bases to 'None' will leave you unable to research all the technologies in the game, as they require alien artifacts, which can only be acquired through the death of a enemy spawner.