Good tips for first-time Power Grid players?
The other question is about beginner tactics so do read that, however I'll cover a couple of common confusions for first timers


Board regions (in the base game) have no meaning other than to decide the size of the playing area.  The rules describe setting up as having one area per player.  That should be read as "if you have three players use a 3-area-sized playing area" not "Albert has the red area, Bert has blue, Charlie has green,..."
You have to build additional houses in a way that is connected to your network.  That does not mean they have to be adjacent.  You can build anywhere but to do so you have to pay the connection cost across to your existing network. Unlike in Settlers, you can build through others' houses; but, boy, is it expensive.
"Turn Order" can be confusing.  The order as indicated by the order of markers on the line is only used once per round, most of the time the order is the reverse of that.


(1a. On some expansion boards particular areas affect the play, for example you can't build nuclear if you're only in Eire on the UK map or Denmark on the Europe map, etc.)