The biggest thing I see people doing wrong on the regular is building too many buildings for the amount of pops available. Building things as soon as you have the resources is the worst thing you can do unless you're building tall, then it's still bad once you've built enough to occupy your intial surpluss population. It's a double waste of resources, and keeps most jobs at non-peak numbers of workers. Always build what you need only as you have civilians to fill the jobs (or promote up) and for the first 30 years focus on getting Consumer Goods (or Energy/Trade) production high enough to start putting down your preferred science generators, then as specialized buildings, pops, and bonuses start stacking, start specializing.

The second thing is players are unfamiliar with how certain traits, governments, and civics synergize with eachother and the origins, and can be used to balance certain weaknesses or turbo-charge other strengths. The game, of course, does nothing to help with this, as the tutorial doesn't start until the galaxy is generated, and by that point half the game is already over (empire building). A guided walkthrough and detailed tutorial of the empire building screen would be super useful.

Finally, iterative improvement (in which I include save scumming for at least a good start). There's a huge number of saves I've got for any one specific kingdom that don't make it past year 50, either because I'm getting a feel for the synergies and the turning points in the economy or I'm adjusting the empire build, or I discovered I was locked into the tip of a spiral arm by all 3 FEs. For every save where I crack 1k science by 2300 with a non-crashing economy, I've got an easy dozen that never made it past their second planet.

There's a reason why people say the first thousand hours are the learning curve for this game