Tick anything you already have, in any order. Quests unlock once this is done.
Styles and atmospheres differ enormously, and most will let you watch or try one free. A club that will not let you observe is telling you something.
Find a karate dojo near you2 things left above. Quests are real things you go and do, so they only make sense once you have what you need.
First one waiting: Try a beginner class at a dojo