Mekanism will be dependant on your ability to collect a lot of a few mineral resources, they are:
Go collect as much of those items as you can and then lets get started.
First you make a Heat Generator, this is the basic source of electricity in Mekanism. It will convert coal and other sources of fuel into energy.
To connect your Heat Generator to the electrical network you will need to craft Copper Wire. Once you have enough to connect your devices you will be able to enjoy the fruits of your generation.
Next you should build a Metallurgic Infuser to turn enriched iron into steel, so that you can avoid waiting forever to do other things which otherwise require the nether.
Now that you have the basics, you can go on your way!