Welcome to Kenshi! Before starting your epic sandbox adventure, take a minute and start configuring some of the numerous options. You will undoubtably need to do so as Kenshi is currently in Alpha and is rather poorly optimized for most PC machines.
Global population and squad-size sliders should be left alone. They can heavily pound your FPS into the ground, especially with long-lasting sessions.
If you experience any crashes, try turning off V-synch and terrain cutting in the Launcher options.
Kenshi is also currently only Single-player so go ahead and get started by choosing just what beginning you want.
There are a dozens of different alternatives but for now, we're gonna go with the standard "Wanderer".