Space will start at an altitude of 69500 or so, do a crew report from inside the capsule (Crew in space near Kerbin), get out, do an EVA report (EVA report in space near Kerbin) and get the report out of the capsule (it'll be converted to data so you can do another inside the capsule) put all reports back into the capsule (no need to enter the capsule for that).
Wait EVA until you're at about 69000, do another EVA report (EVA report in Kerbin upper atmosphere), get back in and do another crew report (Crew report in Kerbin upper atmosphere). When your parachute is fully deployed you can go EVA once again, get all the reports out of the capsule, do another EVA (EVA report while in flight over [BIOME]) and crew report (Crew report while in flight), land, get out, get all reports again, step on the ground, get surface sample and EVA report from the surface, get back in, do another crew report and retrieve the pod.
That'll give you enough Research to get you started.
If you have problems getting into space in the 1st place, try a SRB (100% thrust), stack decoupler, SRB (66%), stack decoupler, SRB (33%), stack decoupler, then the command pod with parachute. That should give you more than enough thrust and altitude to get you going. If done correctly you can get away with 2 SRB's even ;-)
To unlock the first locked node, just create a pod only craft and get a crew and EVA report (you can also get the EVA while in flight report by standing on the ladder).