1) Use a backup station
2) Find (or obtain & assemble) a weapon
3) Complete a quest

Completing your first quest will unlock X challenges. Follow the red X on your map/compass to the target and defeat it to complete an X challenge. Completion of X challenges introduces new enemy types and progresses the main quest-line. Below (spoilered) is a list of the new enemies that will spawn with each X challenge completed:
1) xax spirits unlocked
2) UFOs unlocked
3) rollertanks unlocked
4) giant units unlocked

Complete your first X challenge

Defeating this first boss will unlock xax spirits.

Defeat a xax spirit

Defeating this enemy will unlock all the hatches on the ground.

Enter a hatch and speak to the xax native

Nothing happens for now, but this advances the xax quest line and gives you access to the building terminal.

Speak to the xax native after completing the 4th X challenge

You will get the infector. this is used for 2 endings.

You are now ready to complete the 5th X challenge. This is endgame. Next section will go over the endings.

Overlord Collection

After completing the 5th X challenge, overlord will send a collector to fly you off the planet. Let it happen.
This is a definitive ending.

Overlord Traitor

When Overlord's collector comes for you, defeat it.

The game will autosave, IRREVERSIBLY locking you out of ending 3!!!

The game will continue. Overlord will repurpose collectors as a new type of enemy for both red and blue factions.
When defeated, collectors will drop 100% rare attachments.

Xax Servant

When overlord's collector comes for you, charge up and release the infector onto the collector.
The xax native will take control of all robots, including you.
This is a definitive ending.

Xax Betrayal

Once you have the infector, use it on the Xax native.
The game will continue.
You can still do the overlord collection ending and the overlord traitor ending.