Stated briefly, you want to lay low on the first turn. Playing any good cards is like taping a "Kick Me!" sign on your back. If you play any good cards, you will likely lose them. The guidelines below should be followed on your first turn. The analysis section below gives a lengthy analysis of why each guideline makes sense, but does not present any new guidelines.
Analysis (Note: If you understand the bullet items above, this
section can be skipped.)
The first turn invites danger. It is extremely likely that the initial deal
contained some nasty Environment and Special cards. Random decks have many
more bad environment cards than good environment
cards. If you play a good planet, another player is likely to ruin your
planet's environment. If no one ruins your planet, someone will try to take
it, possibly with the help of a Special card.
The more worlds on which you can build (Homeworlds and Colonies), the better you can defend your worlds. Since a Permanent Homeworld can be played any time, you usually want to play them after you already have a declared Homeworld. The exception to this is when you have a really good planet (P3 or P4)---you are usually better playing a Permanent Homeworld as your first planet than discovering (and maybe losing) a really good planet.
Good Environment cards are fairly rare. If you play them on your first planet you will only make your planet a more attractive target. Waiting until a later turn will improve your chances of keeping a Good Environment card in your empire.
Ships, like planets, often run into danger on the first turn. Aside from the persistent danger of Wormholes and Super Novas, ships have nowhere to flee if you lose your only planet. In later turns, when you have more than one planet, your ships can flee planetary attacks and Black Holes.
Fast Scout Ship cards allow you to gain Population Potential rapidly and should be saved until the last turn, if possible. This is an example of what I call a stockpile card, the kind of card you should be saving for the last turn.
During the first turn you want to plan ahead for future colonization of other planets. The best way to colonize a planet is to put a Merc card on it. (Actually, the best was is to have a Genetic Manipulation card, but that is rare.) Once a Merc card is on a planet, you can build either Mercs or any single Alien race on the planet. It is important to realize that once you transport the Alien cards off the planet, you can built different Alien cards the next turn. Having a Merc-based Colony world is a quick way to get more of your Population cards into play. If you move a Merc onto a ship in turn 1, you can move it down onto a second planet in turn 2. By the Build Phase of turn 3 you will have a Colony world ready to accept any Alien race you choose.
A large part of Super Nova is being exposed to the right cards and knowing which ones to keep. The easiest way to see lots of cards is to draw more cards than other players. To do this you want to end the turn with as few cards as possible. If you can play the cards in your hand, great. However, if you have several cards that mean little to you, you should consider trading all of them to some other player. A player can only offer a single card for trade, however, in exchange, you may offer as many (or as few) cards as you wish. Remember that you must keep one cards to discard (or pay a penalty). Also, you should not use or trade stockpile cards if possible.