No really since the game isn't linear, it's more of a CYOA/Sandbox style of game.
Some of the things to do if you are new to the game:
- ...
- Go to the Business District and visit the Community Center available through the Market Square and sign up for any courses you find useful.
- ...
- To be able to carry things you need to buy a bag at the Ellis Mall, some other items can't be bought without one.
- If you want to get fit, train at Dwight's Gym For Muscles located at the Business District.
Other than that, experiment and explore.
Be aware, however, that (unless this has changed) in the beginning (first few days) you may find a handbag a little bit too girly and therefore won't be able to buy one (only the overpriced male ones in the mall, which will be unaffordable for you at this time).
Also be aware that you need a sports outfit in order to do any fitness related actions (like training at the gymn), which may also not be able to be buyable in the beginning due to being too girly in your opinion, as well as sports shoes.
You can, btw. also swim in the community center (which also is located in the business district) for free ... but, again, in order to swim you need a swimsuit, which you will find too revealing at the beginning of the game.
You my also jog in the park in the business district or through the downtown neighborhood (also needs a sports outfit and sports shoes, however)
Some (or even most) of the courses offered in the community center may, in the beginning of the game, also be too girly (or useless) in your chars opinion at the beginning of the game (makeup or dancing classes, for example)