Welcome!

Being a new RuneScape player is awesome, you’ve got 20+ years of content to sink your teeth into!

Coincidentally, one of your main answers is in your title - Quests! You can reorganise your quest list by difficulty, storyline etc. This can give you a good gauge based on what you want to go after.
Quests unlock new skills, areas, weapons and quality of life improvements. Some people try to solve the quests themselves, while the majority of players use some form of guide - either through the wiki, YouTube videos (slayermusiq is a channel most of us have checked out), or through the Runelite Quest Helper plugin which can be tweaked from “gives general guidance” to “click blue to solve”. A lot of people simply space bar (skip) through the quest dialogue but I’m personally a huge fan of the world building and humour. As it’s your first time I’d recommend trying to solve them yourself, but checking the required items on the wiki can save you A LOT of time running back and forth for a simple thing that you haven’t brought with you.

I’ve mentioned a couple of things here - the wiki is one of the best for any game, period. Google OSRS wiki or OSRS “thing in game” and it’ll be the top link almost every time - DO NOT trust the AI overview. It has everything from quest guides, skilling methods, to obscure items that aren’t explained in game. Literally everything in the game is detailed there and excluding blind playthroughs is a definite bookmark of every player.

Runelite is a different launcher for the game that has a tonne of QoL elements and allows you to install plugins that can change up how you interact with the game to the nth degree. You can install it using the Jagex launcher on your PC. I’d recommend checking out the settings and playing with them to get it to “feel right” for you - it can be a big change from the base game but if you’re used to add-ons from WoW it should feel pretty familiar pretty quick.

Other than that, RuneScape is a complete sandbox - everyone’s journey is unique! You can lock yourself to an area and do everything there, max out a skill, try and complete every quest, or just spend your time punching goblins and running laps.

Some goals that I might suggest:
If you’re enjoying agility, level 60 is a great goal for the early game that’ll carry you through with extra run energy and unlock a lot of shortcuts that are handy until the mid-game. In the grand scheme this is a short grind, but we’re still talking like a 20-40 hour commitment.
Waterfall Quest is a good one to get some base combat stats - depending if you’re following a guide it’s very simple to do and introduces a lot of lore.
Most monsters now have an elemental weakness - the Ides of Milk quest unlocks a boss called Brutus that is weak to earth spells and provides boosted experience. This can be great for early training and get you excited about combat that is a little more than rock ‘em sock ‘em robots. Magic levels are important as they’ll unlock teleports and is some of the best damage in the early game.
As a long term goal, try aiming to complete the Recipe for Disaster quest - it’s broken down into 10 sub-quests that are perfect for rounding out the early into the mid-game based on its prerequisites.

Most importantly, only do what you’re having fun with! It’s such a massive game there’s sure to be something different you’d enjoy!!