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There are a lot of ways to play the game of course, but with your first science ship, you'll usually want to search the nearest systems and find one of your guaranteed worlds, and then you start surveying the systems that need to be surveyed so you can claim it asap.
You definitely want to add more science ships as soon as possible, too, and with those you probably want to explore your surroundings first. If you want to be aggressive, you should also survey the surroundings of your neighbors with priority, since you cannot claim systems that you haven't visited, and uncovering them via espionage takes a long time.
but in general i try to get a 2nd science ship as soon as possible, survey my guaranteed worlds and any systems in between so i can claim them, then explore for choke points, then survey a path to the chokepoints and beat the AI to them.
Explore is perfect for finding where your closest enemies are, so you can rush and get those bottlenecks under your control and build up defences
I'm not going to deny I use the observe command every time I start a new game because I really want to migrate my capital to the free relic world that spawns.
If you don't care about maximizing your potential, it's possible to play without it, but the simplicity of focusing on only surveying always comes with the drawback of reduced efficiency.
It also helps you find your neighbors faster, even getting to their home system before you establish communication and set up borders.
You should explore every system about 5 jumps out from your home system. Meanwhile build new science ships and follow up with full surveys of the best systems for building starbases.