Hi Deathray, thanks for the comment and I'm glad you are enjoying the game!
O2 is the main motivator to drive the player forward, and the O2 canisters are the main way you should be looking to re-fill. Buying O2 from a station should be a last resort, or a stop-gap to finding a canister. So, once you have explored a system you should be looking to jump to the next. Look for loot crates (white squares on the map), these are where you will find the canisters. If you are low on O2 when you jump in, there WILL be one somewhere in the system.
I'll look at the wording of the tutorial and also look at adding a general "this is your goal" tutorial to make things clearer.
Hope this helps, thanks for playing!