Tick anything you already have, in any order. Quests unlock once this is done.
You need an opponent and a six-foot table, and most game shops provide both free. It also lets you try a system before buying an army for it.
Find a wargaming club2 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: Play your first game with unpainted models