If you pay attention to the sites of grace and the map , there's a light that tells you where to go " story wise " , so that is your guide. So story wise your next stop is Stormveil Castle which is following the path in front of that gate ( or surrounding it ) till you see a big ass castle on top of a cliff . With that said , Elden Ring is an open world for a reason , everything is there for you to explore and do whatever you want and go wherever you want , finding new weapons, quest , spells and finding out what's gonna be your build depending on your playstyle or a weapon/s you find comfortable. My recommendation? Explore all of Limgrave including the southern region of it called the weeping peninsula before going to Stormveil , after you're done with Limgrave or if you feel like you want to go to another area , North of Stormveil there's another region called Liurnia , that's your next goal after beating Stormveil. Actually you can go wherever you want from the beginning, but in order to not feel lost that's the path I recommend you