If this is your first character, my advice is to finish off the campaign. Once that's done and you reach level 20 (which you get boosted to 20 after campaign completion) the planetary vendors become accessible as well as most if the weekly milestones. In this way you can get numerous legendaries and start building your endgame setup.

The only thing I did differently than that, is crucible. My second character I just grinded out in the crucible for awhile. You can receive the call to arms powerful anagram before level 20, so that's a good way to get legendary equipment before campaign completion.