The early game goal should be to get levels for both your commander and officers. Levels mean the difference between your ship and the dozens you're fighting and the right skillpoints add efficiency in combat, travel or both. Get officers, get them leveled and fitted for a ship you want to keep and figure out what kind of ship you'll be flying so you can spec for it ASAP, even if you don't have it yet. Money and resources are gained and lost, but XP is forever. Spend story points, get that bonus XP rolling, mentor your officers, whatever it takes to get those XP bars green and climbing NOW. The other main goal is to scoop up blueprints like mad. They're the other thing no one can ever take away from you and they open up incredible options later.
The midgame (depending on what you think of as mid-game) for me is about finding a suitable system for a colony and prepping what you need for it. This means extra crew and a sizeable cash balance to kickstart your colony's economy, preferably with an item or two meant to complement your first industry. Get fuel tankers and surveying equipment on your fleet (shepherds are a wonderfully practical logistics ship for this reason and you won't miss them in combat) and start sniffing out systems with multiple planets and at least one class IV or V world. Jobs can pop up which clue you in on this, even if you don't take them, since they tell you not only the type of planet but the target system. Once you've planted roots, get an industry up, a waystation and a patrol HQ, ASAP. Try to make sure your nearest neighbors remain friendly or at least neutral to you so you have ample warning when hostiles come knocking from the other side of the sector. Once you've got a suitable income that you don't have to scramble to stay in the black every month and your heavy industry is online, it's time for the endgame.
At this point, it's up to you. Do you want to follow the story through and get some sweet special gear? Have you had quite enough of the hegemony stealing your cores and feel like wiping them out? Once you've got your faction up and running and making you a net positive income every month, you're really free to do as you like with the sector. You can replace lost ships and weapons more cheaply than even the black market, you've probably got elite level officers tailored to your favorite combat vessels and enough fuel and cargo capacity to comfortably loot the far corners of the sector and you should have enough patrol fleets in your home systems that even if a massive invasion heads your way you have time to respond accordingly...even if that simply means paying off your attackers.