In the end, this is a sandboxy game.
There are main story goal, but you can ignore them for a while, if not forever.
So... Everyonehave their own way to play the game, their own goals, the things they like to do...
For exemple, I found myself trying to rush as fast as I could with my (extremly) limited speedrunner skills, to see how fast I could reach some goals, and then open myself to some real freedom.
Like getting the chaos bench in less than 3 hours, and be done with all fighting besides raids.
Or also inspiring myself of what other people said and did to find some of the best area to build some bases, even with the very cluncky building system you can have a lot of fun with it.
But getting a "good" start is linked to those two objectives I guess.
Getting good tools, leveling up, and at least in the begining, having either a fully safe base, or one that is easy to defend.