What should I do first in no man's sky?

The first thing to do is upgrade your scanner. You have to get an Atlas Pass. If you're lucky, you'll be able to access a repository of wealth and ancient knowledge if you warp into a system hosting an Atlas Station. Talk to everyone. Learn more than one language. There are a lot of blueprints. You can build a stele. Take care of your Warp Cells. Understand the elements.