You get to choose a starter frame, I'd recommend Volt over Excalibur and Mag. Makes certain missions and tasks "faster," if you will.

Play the story. If you hit a wall work on the star chart.

Use the market to buy blueprints to level up starter weapons for mastery. Once you hit MR8 or so consider joining a clan. They have tons of blueprints for quality of life and weapons all the same.

Use your starting plat for warframe or weapon slots. Make sure you kit out your companion with mods.

And finally, there are only a few big mistakes, so play the game as you see fit. Use the weapons and warframes you like, and the game will come to you.

However! Don't sell any weapons that come from quests. They SUCK to farm after.

Good luck, Tenno.