You skipped a lot of important stuff, so now don't do any more main quests and focus on the following:
Build many different weapons and frames to discover what works for you, its best to increase your Mastery rank to at leased 12, so that you can access special weapons.
Start gathering that sweet focus so go Instal focus lenses on your favorite weapons (like kuva nukor) and frame (like Mag) - one that's NOT poopy MK1-Skana or Excalibur (bdw... delete those two for capacity slots)
And of course don't jump the gun on burning through the main quests before you are ready.
Bui