I'm new to this world. Not new to Freelancer though. What do you advise I do first?
Some people in game told that other will give me money if I beg but I'm against that.
Anything else?
Welcome! You can take a loan or join up with a trading faction to get on your feet. Loans aren't begging as the lender is often making interest. I would recommend getting a decent solo miner otherwise. The important thing is to create a credit feeder character for your other ship purchases. A loan is best though to get a decent trade ship. Else you will have a long grind ahead of you! Good luck out there!
Exactly what Amon said.
Except that the community has rules. I advise you check them out before you start. Mostly straightforward and you can avoid a lot of trouble. Then check out some of the IDs. You must have one ID equipped on your ship. That defines who you are. You can be a Red Hessian, a Liberty Navy officer or anyone you want. The best ID to start with is the Freelancer ID you get.
Then get a good mining ship. That can get you loads of money to start and they're not too expensive either. Working your way without loans is harder but more fun in my opinion. There won't be a second time to start and flying around in a CSF exploring the universe is truly fun.
Mining ships are needed to mine fast. Mining will get you Ores (gold ore, copper ore etc.). Those sell for ~9000 credits, making them top commodity in the game. I won't tell you the whole story but if you visit Omega-7, Tau-23 or Dublin you will find some.
Just beware! Cash always attracts trouble! Be on your watch as pirates will try to stop you and empty your wallet.