Okay, where you start is important. For your first time, you want either more money, or easier way of doing the research & making stuff. Remember to plan your base out, so you can put the things that power each other up together.

As for the missions, look carefully at the panic levels, and try to pick the one that will keep the most nations calm. Now, when the base appears, you want to that either soon as you can, or wait until a lot of nations are about to pull out, as doing the base soon will result in weaker enemies there, and it will cause a big drop in panic levels across the globe.