Quick comment on this one - your gals don't have a personal light. Later-game armors start adding this, but unless you're carrying a torch or other light source in your hand, or you are standing near a light source, you won't be seen outside of the foe's night vision range. Most early foes have poor NV, your gals have a NV of 12 and most human foes have a NV of 9 - you can use that 3 tile advantage. In a few months, you will quickly get out-spotted at night by enemy with either armor or visors that give them better NV than you, so night is no longer your friend (civvys, though, never get good NV).
And peasants are good for extra bodies for base defense, or expendable scouts to keep your gals from suffering wounds.
Recon expeditions can bring back loot and info to research (since you need to research all of the world regions), but yeah, they take a while. Buy and forget until it shows back up (it does tie up vault space, so better to use these after you have a second base going, I didn't do my recon until a few months in). The normal expedition gives you the ability to send a large roster to a fight, albeit slowly. I will admit I never used them.
However, the tech is needed to unlock other stuff.
Researching the guys that look like motorcycle cops (black leather armor with helmets) leads you towards craft weapons.
The tech viewer in game (press Q from Geoscape) allows you to see what you need to proceed towards different topics, it is your friend!