Don't focus on exploiting everything. That is not needed, but mines in the capital system benefit from any ships protecting the other mines and capital itself. You need enough resources, but not more than that.
The AI should makes sure you have enough mines, if you want to help it a bit, maybe manually queue some extra fuel mines (caslon early on, and hydrogen later).
To see all mining locations, use the expansion planner. Focus the main table on resources by galaxy priority, sort by distance. Those at distance 0 should be in the capital system, and in general all locations in the systems of your colonies are colored green. But even if you have 10 asteroids with steel at home, you don't need 10 steel mines.
To quickly see scenic and research locations, look at the left menu of the main map. You can view many things through this, and two of them are for scenic locations and research bonus location. Mouse over the list items shown to have their location on the map shown by a blinking circle or something. Going through the left list to know what can be shown, will benefit you later when looking for other things. Personally I don't have it open all the time, but use research location, scenic locations, potential colonies, fleets, and spaceports at various times.