Recommended settings: 1. Zero or small gravity (vertical acceleration); 2. Zero acceleration in mid-air.
Ride a fire in the sky (it doesn't look like fire, to be honest).
Upon crafting an unloaded thruster, you should craft a propellant canister. You can manufacture an empty one just in case you are planning on crafting a loaded one later. A full propellant tank can be loaded into an unloaded thruster: right-click while holding the thruster. A clicking sound I recorded with my phone should indicate that the task has been completed. Now you're ready to take off.
In settings you may want to disable the mid-thrust pause. Disabling it is recommended if you want to have some fun in a normal world with strong enough gravity, and disabling it is also NOT recommended due to insane speeds you can reach. Fun for races, though.