After adjusting your map settings and hitting "generate" you will be spawned into the world, and greeted by a message with a short explanation of what happened, where you are, and your end objective. Once you have read it, just hit TAB to close it and you can start playing.
It is important to make some initial observations of the map and your surroundings, since the map is randomly generated, it is possible you have been given a starting area with a poor resource distribution. If you have spawned on an island, you should go ahead and restart the map, there is currently no way around this (minor) issue. Look around and try to locate the 4 basic resources needed; Iron, Copper, Stone, Water and Coal. Oil will become a much needed resource later on, but it isn't essential at this time.
The first thing I would suggest is to open your map(M), and take a look around to see what resources have been generated in the area. You can tell what is shown on the map by their color.
If you see that one or more of the resource types are not in your immediate vicinity, theres no need to restart right away. Even if you have the enemies turned on, there is still a good amount of room around the starting area to work with. So regardless of whether you have all the resources or not in the currently revealed area, you should take a walk around in all directions to see if there are additional resources not in the initially revealed area.
It's also good to walk out far enough until you can see the first enemy bases in each direction. Another thing to pay attention to is the landscape itself. Trees are nice visually and slow down your pollution spread, but they can also be a hassle to clear out. So it's beneficial to have an area with some trees, but not so many as to be completely surrounded.
After taking these initial observations, you should decide if you want to stick with the map you have been given or restart and re-roll the dice. It's difficult to find a perfect map, so don't worry too much about making it ideal.
Once you have found a suitable map, then it is time to think about some building strategies, and collecting your first resources. This will be covered in the next section.