Firstly, you can run a heavy deficit pretty much indefinitely by surveying anomalies, trading techs and resources to the AI for cash and building treasure hunts at your shipyards (requires a government that allows it).
Secondly, to get into the positives money-wise you have to first get your approval up. Research/trade for Supportive Population and Easy to Please (very important for non-Synthetic!) and, most importantly, build Entertainment Centers and Ideology buildings on your planets. Once you've done that, you can raise tax rate enough to not lose money anymore. This happens for me at some time between Turns 50 and 100 (usually after I've got Easy to Please).
Also, as has already been said, research Tourism and build Ports of Call on all of your colonies. Later, when you have many colonies and massive influence, income from tourism will rival or even trump income from GDP.
