I've had this game sitting in my library for years. I know it's regarded as one of the really good space games but I've never figured out what you're actually supposed to do or how to advance the gameplay.
I know how to get in my ship, fly my ship and shoot in the general direction of things but that's it. I've played the combat tutorial and have a customized keyboard control layout that I'm happy with.
Last time I gave it a try, it went like this. First, I landed on a space station and then walked all around looking for anything to do. I talked to an npc and found a store selling basic items like medkits and whatnot costing hundreds to thousands of credits. I didn't want to grind for pocket change trading medkits so I continued my search for anything else to do. After more searching, I found a second npc in an office that let me look at security camera footage but that's all I found.
So maybe all the stuff happens in space. So I got in my ship and flew around for a while. The travel mechanics make no sense. Switch to travel mode to go faster, I get it but theres additional mechanics involved. Why can I only go 287m/s in travel mode sometimes? Why does it randomly accelerate to several km/s sometimes and other times the ship accelerates slower than slow? So I look for salvage to steal. Nothing. Eventually I see a bunch of ships fighting so I go over there hoping for anything to happen at all. Boost stops working for some reason so it takes forever and then I get obliterated before getting a chance to shoot at anything.
What am I missing?
I've played X4 a lot but it's been a while. Travel mode should be Shift-F1, wait for it to spin up and after 5-10 seconds you should be going thousands of meters per second.
How fast a ship accelerates should depend on the ship, you can view the specs for whatever ship you're flying. Same with top speed and travel speed. At wharfs and repair depots you can swap out different engines and such for different stats.
Salvagable items should be shown by little squares with a / through them on the map. IIRC you go near them and hold O to pull them in. You can also command AI ships to do the same. Keep in mind you may pull in contraband so be careful.
Each person (player and AI) has a personal inventory that holds small items and then each ship has a cargo hold as well. The difference can be confusing sometimes. If you have asked an AI ship to collect drops you will need to interact with the pilot and tell them to give you their inventory. Those items can be sold at the shops on various stations.
Boost and shield both share the same energy pool. This is a big gotcha, if you boost then you lose shields.
There is a lot to learn in X4 but there is no other game like it. At first you will have to do missions and buy/sell/mine to make money. In the long run what you should be aiming for is building a moneymaking empire of AI-piloted miners, traders, and/or stations.
Watch Captain Collins on YouTube, he has put out lots of good videos on how things are done.
The official forums and Reddit X4Foundations subreddit are good too.