Console or controller interface, start, Logs, Challenge Log/Hunting log will be in the list, yeah. The window that pops up at login is just a suggestion of level-appropriate things to do, not really breaking down higher or lower priorities. I just kind of turned it off and followed online guides because they were usually more up to date. Case in point!
This is content unlocks by level.
Beast tribes, optional dungeons, etc.
The other thing to remember is make sure all your pomanders of lust/strength/etc get burned; if you're random matching saving them does nothing, and lust is amazing for nuking adds in general.
No problem; it's a lot at first and I can appreciate the tight deadline of wanting to ride the early hype wave. The thing I linked above will tell you where to get the quests for each dungeon. It's a small amount of running around to unlock, but you get a small amount of EXP for the effort and can often knock out some hunting log stuff or tag a couple of FATEs en route.