This will likely be fatal to you at the start of the game, so construct your ship from the other side of a wall first. Despite floating in deep space, you are free to destroy the walls and background tiles of your ship at any time there are no decompression mechanics in Starbound.
Incidentally, you can construct your dream ship out of any materials lying around. This allows you to skip a huge block of vanilla Starbound progression and immediately construct a ship of your dreams. Great for off-loading one of the dozens of new ore types introduced in FU after coming back aboard your ship.
In particular, Improved Containers will change your Starbound life. It is not recommended for a first playthrough - go beat the base, vanilla game first.