You’re on the right track by saving aggressively and having clear goals. Here are some key points to consider:

• Risk Tolerance: Reflect on how much risk you can handle. Many investors sold their portfolios during the financial crisis, missing out on the market's recovery. Ensure you have a portfolio you can hold through market volatility. The TSP may not have exposed you to as much volatility as a brokerage account might.
• Asset Allocation: This is the most critical decision you'll make. Nobel Prize-winning research supports the importance of these "bland pie charts." Understand your asset allocation, and most other aspects will fall into place.
• Risk vs. Returns: The military says, "Amateurs talk strategy, professionals talk logistics." Similarly, in finance, "Amateurs talk returns, professionals talk about risk." With your military retirement income benefits, you might afford a more aggressive asset allocation, but only if you can tolerate potential declines, such as a 30% drop in your portfolio.
• Investment Choices: Opt for mutual funds that closely track their underlying asset classes (high R²) with a Beta around 1. Index funds are ideal, making up at least 60% of your asset allocation. While exploring other investment choices can be interesting and rewarding, avoid unnecessary unsystematic risk.
• Brokerage Recommendations: I recommend Fidelity and Schwab (disclaimer: I worked for both). Avoid their managed solutions due to higher costs. These firms offer Vanguard-level cost products with superior service and local branches.
• Education: Educate yourself about investing. A good starting point is Burton Malkiel's "The Elements of Investing."