Part of the game play is the interaction of five distinct major cultures (and a smattering of minor ones) each with their own values and priorities. Of course you could play however you like, but you would get penalised and/or rewarded depending on how closely you matched your chosen affiliations philosophical strategy.
Below are the five different introduction videos for the five different cultures. We're obviously meant to choose the 'nice' Federation guys as the one we should must aspire to be like, but its interesting to note that in their own way and emphasis each of the others has particular value as well and under some circumstances is perhaps more appealing in general. Is the Klingon embracing of life and challenge better than Romulan caution or Cardassian security? Or is Ferengi profit making a better driver for social and cultural development compared to Federation diplomacy? And just what would you do when these priorities rub up against each other for better or worse?