If you are a new player, I'd probably advise just messing around of a bit to begin with, experiment with some of the power gen methods, and work out which you prefer.
Personally, I usually prefer renewable sources, as I have a tendency to leave an area running for a while, and I don't like it running out of things. You could be using oil/coal/etc. which are incredibly powerful (especially after processing, see coal coke and fuel), but need finding and extracting before you can do anything with them.
Similarly, with a lot of the mods, there is a large amount of crossover. Do you want a BC quarry, or would you prefer a turtle mining fleet (if you are willing to put in the time, those are stupid powerful), or would you want to go the TC3 route, and use the arcane bore?
When farming, there are also quite a few different options, you could go the standard forestry route, and make a multi-farm, or build a cart to lap around and harvest things, or perhaps the megalomanic in you would prefer an army of little minions fetching and carrying your loot around.
There are new worlds to explore, with new items and loot to be found. You could go to the Twilight Forest and steal from the hollow hills, or take on the Lich to harvest souls for your exp spawners.
When you are a new player, the world is open to you, and you can use different methods on each new land you visit, if you please.
Also, bees.
