Darkness stirs on the rim. Survive flesh infestations, cultist attacks, shambling undead, blood rains, invisible hunters, and other sanity-shredding perils. Capture and study entities to harness the power of the void. Conduct psychic rituals and awaken an evil machine god.
Fair enough if combat isn’t as much your thing! I find the stories that are generated to be excellent, and there tends to be more combat than most similar games which is why I focused more on it.
My usual approach here is to either bombard it with mortars, have a trader “accidentally” set it off, or if neither are available set up a lot of traps and sandbags and get ready for a battle. Make sure you always have plenty of cover, and for psychics especially destroy them sooner to minimise the effects. If they’re the newer style of mechanoid raid, you may need to get really close and throw a few explosives in there or otherwise be inside the area and have everyone attack at once.
You can start building whenever you’re ready really, but definitely have a good defence set up before you start. For components I usually send a few people off with cattle to carry everything back from a friendly town (since traders can be somewhat sparse at times), and if you trade enough you may even be able to request reinforcements. I try to make sure everyone has the best armor and weapons I can afford/make - if you’ve got golden tiles but not much better than dusters, then a lot more deaths are likely. Even with the best gear, one of my characters was once killed by a lucky shot in the eye from a measly bow!
If you’re more for the survival aspect then definitely feel free to keep it on lower difficulties (I often do at the start), and you can usually make do without much strategy as long as you have good gear, decent cover, and a medic on standby with the best meds you can afford. Turrets or other friendlies are often great distractions, and if they’re taking the bullets then none of your colonists are.
Edit: I’d also add that learning from mistakes is great for all areas of life, if you can look at why you failed (not enough farms, too little meds, etc.) and learn from it then you’re going to do better the next time. Even if the general strategy stays the same, small changes can make a massive difference.