First thing should be to choose an alliance. You are likely getting a lot of recruitment messages. See what you like, check the CN wiki for some information about the alliance. Do you want one that's democratic or more chain of command in structure? More wars? Neutral? Raiding other nations? Then, head to IRC and chat with the people in the alliance's public channel to see what they're like.
From there, you'll have access to a lot of help in nation building, econ and war, and will make the game a lot more interesting.
EDIT TO ADD
If you're not sure how to get to IRC, there's a link to the CN in-browser IRC client in-game. Go to Community, and the popup menu should have it at the bottom.