Nearly everything of importance is marked with the radar, allowing you to see it when it's off screen.
Radar indicators will be pinned to the edge of the screen, showing you the direction to and orientation of other ships.
If you get confused as to what you should be doing, you can see your primary objective in the ship's log (F1).
Just about about every menu you see will have a HELP indicator.
Click the help indicators to find out useful information about what you are looking at.