I'd stick with the campaign missions.  The first few do a good job setting you up with learning the basics. You play with a simplified tech tree, making research less overwhelming.  You have a simple, specific directive (ex. take planet X), opposed to "take over the galaxy by any means necessary". And you play with a limited number of players on a small, custom made map, so you can learn the map and, if you replay, you'll have a better idea going into it what you'll need to do to win.

Of course, the campaign can be a bit more action-packed, since the map is smaller and there is a direct goal for both sides. A gigantic map will let you ease into the experience with minimum alien interference.

ALso, without a doubt, go through the video tutorials to get a basic understanding of the core game mechanics. It'll probably be the most helpful of the bunch