This is a common reaction to the game. Don't be afraid, and if you want, it is possible to move past it.
First off, this is a real strategy game, unlike most RTS games. It is hard to implement strategy on a whole when a game's story forces you to take missions and conquer the way it tells you to. In effect, most RTS games to date only allow players the ability to command tactically, not strategically. What you are experiencing here is "having to form a strategy."
In effect, the only goal of the game is to cooperate with any other players, find the 2 AI home worlds, and destroy them. How you do it is completely up to you. There are many ways to do it. Most are wrong, though fun, but there are still many right ways as well. Remember always, losing is fun, as it shows you one wrong way, but you may see 10 other possible right ways bloom from it.
In addition to the core goal of the game, there are a few mandatory steps along the way. You see, you cannot harm the AI home worlds at all initially. You need to destroy the 5 shield networks that protect them. Core shield networks B through E are easily dealt with, destroy but one shield generator on each and the network fails. Core shield network A is a little tougher, you must destroy all but one to bring it down. Once this is accomplished, then you can move in to win the game.
Finally, there are many other optional steps you can take. You can get new technology, interfere with the AI, make other allies, etc. It's up to you what you do, and what you need to accomplish your end goal. All this is lumped up in the strategy you must build for yourself. However if you wish for some ideas, go to the stats screen (lower left corner) and choose the objectives tab. It's a little cluttered, and contains a lot, but in there it tells you all the objectives you currently know about.
Remember, this is a strategy game. It will not tell you how to win. It only tells you what you must do to win, and what you can do to improve your chances. How you go about it is 100% up to you.
