Personally, I'd advise on turning off all the expansions except Zenith, perhaps, for your very first game.
Zenith adds Golems to your toolkit (minor faction, easy), a fun way to break a strategic deadlock. They are a superweapon, however, so try not to go for them first thing, see what you can do with just ships for as long as possible. Zenith bonus ships have their quirks, but still tend to play fairly standard. Plus, Zenith expansion gives you two more mine types, if you like mines.
Neinzul is great, but... Neinzul ships will really stress your defenses the first time you encounter them. They're designed around short life spans, high speed, huge numbers, etc. They can be countered with static defenses but it's a bit much to ask you to adapt to them while you're still figuring out how to defend against standard wave.
Spire is also great, but I believe it adds a lot of new guardian types (i think it added emp guardians), and some bonus ships that are particularly good at trollling you when you're inattentive, such as tractor platforms. It's generally very player friendly, but if you're still busy learning all the basic icons and stuff, it might lead to a few nasty surprises. Raiding and the like is also generally much easier before this expansion, due to the AI getting several gravity effect units (slow).
For your second game, whether you beat the first or not, turn on all the expansions, make sure ship complexity is on complex, and turn golems on to medium, spirecraft to easy, and whatever non-neinzul factions you feel comfortable with.
Neinzul is great fun, but unlike the rest of the game, it is very pro-active, rather than reactive. Stay away from Wandering Enclaves and Hives and the like until you're looking for the AI to apply a lot more pressure regardless of how hard you push.