Stations are structures found in space. They are very usefull because of the valuable resources:
You can mine these with a Salvage Cannon .
There are also hostile, AI controlled Pirate stations .
How to findEdit
You can find them by flying in space and frequently looking at your navigation tab. When you see a dark blue diamond you can click it and there will be a white diamond in the game. Follow this and eventually you will get to your station.
A quick way to gains starting cash is to purchase a Build Block from a Shop when you start, finding an abandoned space station and place said build block, allowing you to harvest the station. If you enter Advanced Building Mode while in the build block, you can expand your build/remove area to 10x10x10 to harvest in massive amounts, making the act of taking the entire Station rather quick.