There's a couple different strategies, but early on you don't really need things like the Promethium/Adamantium Forge (which takes up a lot of space).
Realized we don't really have a beginner friendly guide for *base building*, but some general tips:
Living Space is a early focus, you start out pretty packed in the base.
If you're playing Marines or Sisters, you'll probably have plenty of wounded, so you'll need more living space and backup soldiers.
In addition, if missions pop up while you got a team heading to another you may also want a backup team + Base defenders.
Similar deal with interceptors, they're bound to be damaged or end up refueling, so having a couple extra bases just for that will help for the air war.
If you got some good missions under your belt you can consider setting up some Plasma generators, which will pay back their investment cost and then turn a profit later in the game.
It's a trade off, as all the other bases and craft will guzzle cash for a while. Depends on your fortunes in the war.
As for research, it's more dependent on your faction. With Guard, Arbites and Sisters - mission difficulty goes up once you hit midtier research, so rushing it has some downside but you also gain access to a lot of nice weapons.
However, that increased difficulty is only for a stretch of months, so if you get midtier just around summer it will not matter.
And you want midtier weapons to deal with the increasing number of enemies in power armor after month 5-6+.
While not required to unlock other things, the Hologram Caster gives you access to a life saver grenade. Expensive per toss, it can save your more valuable troops in a pinch, as the grenade deploys a decoy projection that the enemy is likely to go after first.
Good early tech for the Guard are the Light Bolter tech, which gives you access to the Solo pattern bolters in several variants. They are handy for dealing with well armored enemies.
The Meltagun tech is required for midtier research, and its a good weapon against the occasional early Power Armor foe you'll find leading Chaos forces.
To gain access to Midtier you'll need the Motion Scanner and Adamantium research too.
Good armor for Guard is locked behind midtier, like the Carapace armor, Elysian Jump Armor, Vindicare Assassin, Heavy Sentinel (and in the next update, the Power Armor).
After that you can unlock Guardsmen Veteran promotions, which will enable you to research the Hellguns (very good weapons).
After that its a longer trek to gain access to Ceramite Tier research, which require Adamantium -> Promethium, Power Source, Warp Drive and Ceramite Plate research.
Note: Scions start with Carapace and some advanced techs, while Abhumans have some restrictions in what they can get (like medics, stormtroopers).
For Sisters:
Arsenal of Faith gives you quick access to a lot of Sisters early weapons, like the good midranged Elohim Pattern Bolter and the Arche Sniper Rifle. It is also required for some midtier weapons like the Jove Boltgun (which fires regular calibre Bolter rounds).
Arsenal of Faith also gives you access to the great Heavy Bolter Sentinel, which can be a very useful longer range heavy firepower platform. Just don't let it eat all your XP.
After Arsenal of Faith you'll want the Medicae research, which gives you access to your first medic armor that can also be worn by Novices.
You'll need to capture a live enemy and research them, preferable of the Chaos kind but some other nasties will work too.
With these 3 prerequisites you can do Battle Sister Requisition research, which allows you to hire (expensive) Battle Sisters instead of going with the Novice Promotion track.
This research is also required for the Elohim, Retributor and Sister Superior armors (and promotion to Sister Superior, which you'll need to get a Canoness later).
After this you can research Hospitaller Armor, which is the tier 2 Medic Armor (Cannot be worn by Novices though).
Also available is the Adeptas Assassin Suit research, if you've also researched Adamantium. This is a very good scout and well, assassination armor.
If you've captured a live Flying enemy, researched Adamantium and Adeotas Advabced Arnir you can research the Seraphim flying armor.
You can skip some of these armors and get Midtier, which leads to the great Mephisto, Hellspite and Jove Bolters, the Dominion Halberd, Heavy Flamer etc.
I'll let someone else fill you in on Astartes.