For a good starter tutorial, refer to this tutorial on the EE wiki.
When you start with EE, the first thing you'll want to do is find shelter. This part never changes; you need to find a place to live, some wood for tools, a source of food, and so on. You may also want to do some stuff with other mods first, as well: making a generator and macerator is a useful thing to do, but I'll leave that to another tutorial.
Next, you'll need to make a Divining Rod. Smelt one piece of charcoal and gather 8 pieces of cobblestone, then put everything into the crafting table and pull out some Covalence Dust (if you've done it right, it will be a light green powder). Then surround a stick with 8 pieces of this, and you've got a low-level Divining Rod. However, since this tool only scans a 3x3x3 area for stuff, you can just leave it in a chest at home for now- we'll use it later.
Next, go on a mining spree and gather as many materials as you can. For the next thing, you only need one piece of iron and a piece of redstone, but this way you won't need to go back down for a while. Make an iron pickaxe with some of the materials you found, and then combine a piece of redstone and an iron ingot to make medium-level Covalence Dust. If you did it right, it'll be a light blue powder. Surround your original Divining Rod with 8 pieces of this stuff and you'll get a medium-level Divining Rod, which scans a 16x3x3 area for materials, making it much more useful than your old one. However, this tool is still not the best of the trio- but we'll get to that next.
After this, go hardcore diamond mining. You can use your divining rod for this if you want, but I prefer just going down to bedrock and digging in a straight line for an hour or two. Your choice. Once you've found diamond (you'll need at least 4) make a diamond pickaxe, get some obsidian, and go to the nether. Your next task is to aquire some glowstone. There are many tools in IndustrialCraft that can help you with this, such as the Jetpack and some of the more powerful armor, but if you don't feel like going to the trouble of getting this stuff, just jump-stack up to some and hope to god a ghast doesn't see you.
Having accomplished this, go back to the Overworld and make the most useful tool in the game; the Philosopher's Stone. It won't make you live forever, but it will turn gold into diamonds and iron into gold, and vice versa, and it's also a portable crafting table. It's made with 4 pieces of redstone above, below, and on either side of a diamond, and glowstone dust in the corners. Using this, you can turn some of the materials you've found in your expeditions into diamonds, and using these diamonds you can make the next thing; the high-level Divining Rod. Just combine one diamond and a piece of coal in your crafting table to make high-level Covalence Dust, then surround your old rod with 8 pieces of this to make a tool that will scan all the way down to bedrock from the surface for materials.
Once you've done this, you'll need to make an Energy Condenser. This is basically a chest that turns crap into other crap for you automatically. I hope you didn't throw out the rest of that Covalence Dust, because you'll need it for this.
First, make an Alchemical Chest. This is just like a normal chest, but with 104 spaces for stuff. It also does stuff if you put certain items in it, but that's not what we're looking for right now. This chest is made with one diamond, two pieces of smooth stone, a normal chest, two iron ingots, and one of each type of Covalence Dust. Once you have this, surround it in the crafting table with four pieces of obsidian and four diamonds, and you'll have your Energy Condenser.
Place the Energy Condenser on the ground and open it up. Note that even though it looks like a normal chest, it's generally a bad idea to store important items in it, because most of the time they can and will be eaten. What this chest is actually used for is turning stuff into things you need. Put an item into the topmost left slot (the one next to the energy bar) and then put something you don't need into the rest of the chest, like maybe cobblestone. It should be noted that you can only do this with stuff that has an EMC value. In the latest build of Technic, hovering your mouse over an item will tell you it's EMC value, among other information.
At this point, it's up to you what you want to do. Since at this point the most valuable resource is still diamonds, you'll want to make a few more of those before moving on, but really, it's your world. Do you want to be able to shoot lava from your hands, or freeze water? Would you rather fly, or teleport? Do you want to be able to shoot flames out of you face? Because all it takes is a little research and a lot of work, and you can do all these things and more. Have fun.