Tick anything you already have, in any order. Quests unlock once this is done.
They have workshops, machines and members who will teach you on them. This hobby's entry cost is a lathe, and a society is how you avoid paying it first.
Find a model engineering society2 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: Turn a piece of bar down to a given diameter