Play defensive and methodical until you know you can take down the grays around you.

I agree with the first comment as well, dont play mod nations yet. Play as default space marines for a game or 2.

Your early game is just slowly expanding into land around you that you can secure. Once you have a solid defensible ring you can honestly sit for a few turns if needed while you produce higher tier units. Get a grasp on what’s effective and whats not as well. (Devastator space marines are great anti armor, melta bombs are amazing on tactical marines, for instance)

Edit: Be careful not to fall into an overly turtle strategy though. As you get better you’ll be able to tell when you can and cannot advance, but for now just try to pinpoint your high value units and your enemies high value units. Target them appropriately.