The very first screen you see has five (or six for 2.6) menu options, the first being "Start New Game", the second being "Start Scenario Game".
If you have never played Freeciv before, a good introduction might be to choose the second, starting a scenario game, because the resulting world will have a somewhat familiar shape once you find where in the world your units have been placed. If you want to have several turns before striking any significant problems, select one of the "large" or "giant" scenarios because that will maximize your chances of starting at a point that is quite a long way from potential enemy nations. There is also a tutorial scenario based on the default (classic for 2.x, civ2civ3 for 3.0) ruleset.
After selecting, click "OK". The next screen will offer you numerous options but you can ignore them for your first game. Go to the bottom right corner and click yet another "Start" (or first click "Pick Nation" - preferably one of the nations that you would expect to find near an outer edge of the chosen scenario).
At that point, you could play without help except from the on-screen menus or you could get guidance from one of the other pages on this wiki, some of which are listed under Category:Gameplay, Category:Tutorials, and Category:Manuals.