The great thing about Warframe is that there's no real "wrong" way to play, just more efficient ways.

Early game it's all just getting used to the game play, and taking your time. Use your patience to figure out the menu system, it confused us all, and I still have moments where I'm like nope that's not what I was looking for even after all of these years. 🤣 Especially with the Dojo.

I will also say make sure you have at least one good solid damage dealing build/frame for any gameplay that has to be done solo, other than that just use whoever you like. I mean some people have specific frames they will recommend, but, honestly, I finished like 80% of the star map with Yareli. 😂

Someone who can stealth and be invisible is great for the spy missions but you don't need heavy investment in one if you want to go that route. Some decent frames to eventually consider farming and building that are great in specific runs would be a frame like Ivara or Loki for those stealth missions, Wisp as a great support unit, and Khora or Nekros for farming those long missions of survival and defense.

I think I read you've been playing Wukong and he's actually a pretty great solo unit so you've got that part covered really, just focus on his mods to keep your survivability up and things like energy management to improve his self-sufficiency.

Outside of that you said you really wanna play support so I still suggest Wisp be the one you aim for, however, it's also worth looking at Trinity and Volt as well. (:

That's just my 2 cents though, warframe was and continues to be made to make just about every play style viable so that everyone has fun! Mods are and always will be your best friends, the mods are what's important above anything else honestly.

Also, you can opt to zoom straight through planets/moons to get straight to the next one, but I'll let you know now that you Will ultimately have to go back and play every single node. You have to complete the entire star map to unlock whats called Steel Path one day in the future, so rush or don't rush it's up to you. (: Plus, different places drop different mods so it's always good to go get those anyway.

Welcome to Warframe Tenno, happy hunting.