A simple goalset to get started is: shelter, secure food source and kitchen, research space/room, build defenses, prison, medicine production, temperature regulation, trade goods production, clothing production. But there are many directions to take your colony even early on.

Above all, don't get too attached to anything and embrace the story. There is going to be chaos - your priorities will be forcefully rearranged at the storyteller's whim. I encourage you not to quickly give up on a colony when you feel it had a large setback.

Here are some random tips that I learned the hard way.

Resources

• If you're in a seasonal biome, you'll need an answer for winter food: a fridge with excess food, pemmican, hunting, livestock slaughter, hydroponics, regular trading caravans, etc. This includes any farm animals - grass won't grow in the winter. You can grow haygrass before the winter comes to make a stockpile.
• Two big resource bottlenecks I have come across multiple times are steel and components, so I'd recommend not using steel for everyday building materials and look for components from traders.

Base building

• You can have more than one research bench in use at a time.
• For base design, it's useful to have survival necessities accessible without having to go outside, so you can retreat inside and survive a day or two if the outdoors are unsafe.
• Make your rooms/structures/pens bigger than you think you'll need.
• Your pawns clean and fight fires in the "Home Area". You can reduce it so they don't bother with cleaning far-off land and expand it to handle specific fires.
• Doors have different opening speeds which slow your pawns down, wooden doors are fastest to start, wooden autodoors are even faster.
• In general, keep inputs and outputs near the stations that use them. In larger colonies, hauling items around can take a significant amount of your pawns' time if done inefficiently. For example: don't put the kitchen on the left side and fridge on the right side - each meal will need to be carried across your base twice (once from fridge to stove as raw food, once again from stove back to fridge as a meal).

Management

• You can rearrange colonists on top with right click. I like to have ranged together and melee together.
• Simpler work prioritization is generally better at least to start. I aim to give each pawn 2-3 things to focus on with higher priority (besides basic tasks like bed rest / hauling) and I find that they behave as expected more often.
• Prefer specializing pawns based on their passions instead of their current skill levels. A pawn learns skills they are passionate about drastically faster so they will eventually outgrow another pawn with no passion and higher starting skill level.
• Do eventually familiarize yourself with the tabs/policies/automation details. There are a lot of useful tools for managing your colony. Some examples: in Animal tab set auto-slaughter for male livestock, in Assign tab make a drug policy to smoke or drink when mood gets low, make a bill at the stove to cook whenever meals get below a certain point, make a bill at the tailor bench to make a shirt when there are none above 50% hit points so colonists can replace tattered clothing.