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Even if they are inhabited make breathable worlds your main target for drilling materials and getting oxygen. Try to also learn about the alien life on the planet and their technology as you may be able to take advantage of this knowledge.
Don't wast fuel, oxygen and hull strength flying into stars and black holes until you have the specialised equipment necessary to exploit their valuable resources. Parts of specialized equipment is found on your travels and then has to be constructed, this includes Ultraprobes and Wormhole Generators.
This valuable resource is represented by 'Fe' in your cargo hold and is one of the primary components in crafting. Iron can be used to repair the hull and damaged ship modules. Try to always keep four units in reserve so that you are able to rebuild your drill if the need arises.
The worst thing that can happen to you is that you wind up unable to jump to a new star and have to backtrack to progress. There is no benefit when this happens as it just wastes valuable fuel and oxygen. This is why it is vital you always think about whether your jump range outpaces the distance of the next planet on the star map.