for Sidewinder, just do everything you can. Contracts if there's decently paying ones, and Bounty hunt easy to kill ships (other Sidewinders, Eagles, etc) until you get an Adder then do
rare trading. You'll get your first few million pretty fast, and you can then move onto a Cobra (continue trading, bounty hunt, explore, it's a true multirole ship), Asp (explore/trade)/T6/T7 (trade)/Vulture (bounty), whatever you fancy, to eventually get to Python, Clipper, Anaconda, FDL, etc.
you only get 4t of cargo on the Sidewinder (or 6 without shields) so trading isn't that great initially.