We need to, and can, start small:
Fly a fat version of Starship up and match with a good sized NEO (Near Earth Object) possibly one in an "Apolo" (Earth / Mars) orbit.
Stop the rock from tumbling, and orient it towards our sun. Install solar panels on the sun-ward side or on peaks that can see the sun and now you have 24/7 power (no battery needed).
On Earth, or Mars (with 1% the solar power Earth gets), you only get power less than half the time because the body is spinning. And reduced power for a good part of the good half unless you have heliostats, which fail. Running Mars on solar is a non-starter. Would require nuke power ("Gasp, not that filthy nuclear on our new home!") at a minimum.
But on a rock that isn't spinning, or is easy to stop spinning, you can have solar power 100% of the time and 100% of the power 'cause there is no filthy atmo to scatter the fusion power!
Dig out a trench (it's just rubble, so easy to move) in the side of the asteroid opposite the sun, but toward the side opposite the bulk of the galaxy. Bring the ship in and gently lay it on the surface in the trench. Bury the ship. Now you have radiation and micro-meteor protection.
You want protection from the Milky Way and the sun. So you ideally want half the asteroid on each side of your ship. But that would take a long time, so if we sit on "top" with most of the galaxy "below" us, we will get the best protection. You also want to be on the "back" of the asteroid, blocking the sun but with part of the ship outside the shadow.
Vent the fuel tank (should be near empty) and convert the inside into a centrifuge for 1g exercise and sleeping; this is why the ship needs to be thicc; there is a minimum diameter for the required force that doesn't cause nausea and doesn't push material science to the limit. If our ship is at least 64 feet in diameter, we can rotate at 7 RPM, and get about 0.5 g. (Starship is 30 feet). At 120 feet around, we can get just about exactly 1 g. Holding that together at 7 RPM is a bit of a trick, but hey, we have fancy carbon fiber stuff these days.
Note that you can't spin the asteroids (most anyway), and you can only move them at very very low delta V because they aren't heavy enough to hang together. Most are just rubble piles. You might be able to net them or otherwise connect them mechanically, but that's VERY difficult.
Another idea is you might be able to dig a hole in the center, install huge bearings, drive your ship into the bearings and spin it. Now you have 1g, and radiation protection, and you can still move around, slowly. But...There are all sorts of issues with lubrication for the bearings, because all our current tech depends on atmospheric pressure. Without it, lubricants will evaporate over time. And that includes "dry" lubricants like graphite believe it or not. You might be able to just replenish graphite though. And the other option is to take the engines off the ship, close up the with the ship inside, pressurize the space, and mount the engines on the outside.
Start hollowing out the asteroid and coating the inside with a cement (made somehow... research needed) to control the shape and remove dust; dust his a HORRIBLE problem on asteroids; electrostatic cleaners are a must.
Enclose ships hatch to cave entrance. Line cave with porous materials (permeable rock, fabric, sponge, etc...) and start extracting water from regolith to wet these areas. Mount LED panels facing the walls. Plant seeds (red leaf lettuce and spinach as well as a few others are already known to grow well in 0g). The power required to run the LEDs is a fraction of what the unfettered PV panels will produce, and again: No batteries required.
Dig separate holding tanks for Sabatier method breakdown of human waste at least to start. Eventually we will need really good bioreactors with a wide range of bacteria, fungi, and other life forms to break down the poo and make it usable for the next crop. It's gotta be someones job to tend those. And... bodies have to go in the pot as well. Can't waste. It's not the belter way.
The key is that to reuse a body, you have to filter out the pathogens so that whatever killed that person doesn't kill the person who "consumes" their remains. The best filter is to let some life form which has totally different pathogens eat the person, and then eat that life form. e.g. it's a bad idea to have a pig eat a body and then us eat the pig, because the pig could catch what killed the person, and we could get it from the pig. Humans and pigs share a lot of diseases. But if you let a mushroom (or other plant) eat the person, it's far less likely to pass the pathogen along because we don't share the same disease vectors.
Start building large scale gravity based mass spec for separation of elements; finely ground regolith is accelerated by an ion engine into very low orbit around the asteroid, and then falls back to the surface according to it's mass, separating the materials.
Use the (unlimited) solar power via concentrators to smelt metal ore into metals via spinning forge with quartz window in the center and without any worries about excluding oxidisers. Begin spin casting parts for machines.
Build centerfuges for other processes such as anaerobic breakdown of human waste (see biogas) which yields many positive products.
Seek out electroluminescent rocks from the gravitational mass spec and start building more grow lights. Add more plants. Transition to self supporting agriculture with a mostly closed biome.
Try to survive until the next flyby of Earth and re-supply.
As other Asteroids are colonized, specialization is almost certain, and a economy between semi-local rocks can start. Believe it or not you can power a laser to ablate rock from inside a hole in a rock to send that rock um... rocking... on to another asteroid with a payload of goods. +
Anyway, we need to learn to live in our own shit. E.g. there is no "away" when throwing things "away". Living in asteroids will teach us how to do this because there really isn't any other choice. There isn't enough "things" to throw anything "away". As with humans on Mars becoming Martians (no longer able to live on earth) living in the belt will make Belters (who re-use everything). After humans on Earth (earthers) fuck the place up and wipe themselves out, the surviving Belters may return to earth and bring their way of life.
We also need to hedge our bet. The earth and sun may not always be here. "We" (meaning others) may mess up the earth, and the sun will eventually burn out, and any number of really nasty pulsars may wipe us out. e.g. WR-104 or like that.
Being mobile and spread out is our best bet for survival. +
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