Fallout 4 (What to do first? )

I just bought fallout 4 for my computer and I'm wondering from those who have played it quite a bit what do you suggest I do first. The wold is massive compared to previous fallout games. Just got my dog and finished my first quest outside the vault where you take out all the raiders with powerarmor and a minigun. Is there other things that you would recommend I do before heading to diamond city?

Fallout 4 (What to do first? )