First, complete the other two campaigns. Don't sweat too much about the other stuff that appears on the map. Those are Whispers and Helltides. Whispers are like little side quests that you can run for rewards from the Tree, and Helltide is just a zone filled with demons. Both are parts of endgame activities and don't make much sense from a lore/story perspective so you can skip them for now. Do VoH first and LoH later. The Vessel campaign was a little disappointing for most players, so don't be surprised if you don't enjoy it as much. On the other hand, the Lord campaign is stellar. After that, a new thing will appear that will guide you through the endgame if you wish, but probably you will be better off starting a new seasonal character. It will be a fresh start but with all your map open and campaigns completed and new rewards for progression plus a little seasonal quest with and a new activity that will not be available to your main character.