How do I progress

My Minecraft name:
RayIceBear

 

The best thing you can do is to do quests. Close by quests are marked by a green beacon. They are the best way to level up and (in my opinion) have fun.

I recommend staying away from professions like mining, woodcutting, etc. They aren't too helpful (especially for a first playthrough) and can get quite tedious.

You can also use the wiki to help find secret discoveries, or explore and find them on your own. These are a great source of exp too, are fun to discover, and have loads of interesting lore!

Your question was kind of broad, if you need help on any specifics, don't be afraid to ask!