A common start (not required, but often pursued) is ore multiplication (i.e. getting more ingots per ore), and, in the 1.5.2 packs, there are a few ways of doing this:
1. Smeltery - Multi-block structure, powered by lava, uses no "advanced" materials (metals, etc.). Can be cumbersome to automate later.
2. Thermal Expansion - Requires the Pulverisor and furnace of some form (typically powered furnace from the same mod), combined with an MJ power source (Hobbyist steam engine, stirling engine, combustion engine, peat engine, etc.). Has configurable sides for input/output auto-ejection, making automation VERY easy. This is probably the most used method at present.
3. IC2 - Macerator + furnace (typically electric). Simple to set up, and one of the oldest setups, although it is a little on the pricey side (each machine needing either 5 or 8 iron).
There are other ways, (factorisation, thaumcraft, etc.) which are all equally valid, but are a little more in-depth than new players would typically want to go.
After that, you can start looking at advanced tools (Tinker's Construct, Dartcraft, Mining drill, etc.), and automated mining (turtles, quarries, carts, etc.), and then onto renewable resource production.
There are a few guides and wikis, but this is the usual path for most players, and should get you acquainted with the basics of many mods. I'd advise keeping a test world, and trying thing out before letting them run in your main world, and asking for help where needed. It's difficult to answer such a free-form question as "where do I start?", but much easier to answer one like "what's the difference between MJ and EU?".