You have to have enough stuff so that sending it to the next release is worthwhile

I recommend a few (5-10) units of eternium, a few (10-20) AI cores, some high-end gear (quantum shields and lance, maybe cargo compressor mark II), and some high-end torpedoes (Voron and/or collapsars, up to 20). Try to keep the total around 50 items, remember that you'll probably pick it up early in the game, so make it that it'll fit in a not-so-upgraded ship. If you have space, you can put some bots in there as well; I usually stick to the items listed.
Once you have everything ready, use the pod on the cargo terminal.
As for the warehouse, you have to build it in a base you buy from Vigo.