Tick anything you already have, in any order. Quests unlock once this is done.
A gym is cheaper than kitting out a room and has the heavy things you will grow into. Home works, but adjustable dumbbells alone will do for months.
Find a gym near you3 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: Get a gym membership or basic weights