Gherod's Artsy Stuff

Disclaimer: This guide was at the time of Update 40: The Vallis Undermind, things might change in the future, but I expect a lot of this will still be true for a long time.

Follow the story. There is a long list of quests you can do. They can all be seen in the Codex in your ship (to the left of navigation, or accessible through the radial menu). A lot of them have prerequisites that will tell you what you need to do to unlock the next quest, and these will give you a nice way to progress through a lot of systems in the game.

Pick something you want and go get it. See something you want? A weapon, a warframe, all of these are available to be gotten in-game. Go check the wiki, see what you need to do to get it, and if you have the needed content unlocked, focus on it. Following your own goals is part of the fun!

Daily/Weekly stuff. There is some content that has daily caps or weekly objectives. I highly recommend checking your Nightwave objectives for the week (the Warframe battlepass, that is entirely free). Besides that, I only really recommend doing daily content if you've nothing else to do or you want something specific, such as getting the items from the various factions you can encounter. Plus, when you unlock Duviri, you can check every week for what you can get from it before deciding if you want to commit time into it or not.

Unlock the whole map. Besides expanding the amount of missions you can do, there is a special mode you can unlock by doing every mission in the game. It's called Steel Path, featuring much stronger enemies and much greater rewards, every mission has a steel path mode, and once you have it, and once you've grown enough that you can conquer it, it'll allow you do much more than you did before.

All in all, a fairly short list. The most important thing is picking one thing to do and then go and do it. Warframe doesn't punish you for missing daily and weekly content, you can move at your own pace. There are a lot of systems and mechanics, but they all in one way or another intertwine with one of these four goals, and each have their own wonderful rewards.

Lastly, I want to leave a couple important resources:

The official Warframe Wiki - Where you can find information about anything in game. All weapons and warframes, companions, mechanics. Whenever you're lost, this is the map.

Overframe - The most popular build site for Warframe. If you ever want to know what mods are good on what, have a look through here. Builds here often use the most powerful versions of things, but there's usually budget versions of mods that will work just as well in most scenarios (you don't need the prime versions of mods unless you really want them :P). There is also a tier list of most everything in the game, it's a useful tool but don't treat it as gospel. A fully built frame will make easy work of most everything in game. (Weapons on the other hand, can be some real big stinkers in there, but anything at B or more fully built can deal with basically every mission in the game).

Warframe Market - If you ever decide to spend money on the game, or are looking for ways to get your hands on premium currency as a f2p, the warframe player economy runs almost all through this website. People here buy and sell a lot of items with Platinum, the premium currency. (Note: If you want to buy Platinum, my recommendation is to wait until the your daily login gives you a discount coupon, which usually come in either 50% or 75% off. Personally, I never buy plat unless it's at 75% off).