Don't overthink it really. The game is built for you to freely explore and do as you please as the game has enough events that unlock exponentially. If some direction is required, then just use the Navi assist with the d-pad and select the "What Should I do now?" option to be directed to a nearby event.
Otherwise just set a GPS marker on something manually and go for it. Everything feeds into unlocking more stuff as you play and there is no real order of operations here.
Also, many races will either auto-scale the opponents to your currently chosen class of car(ie. A,B,C,S, etc...), but othertimes it forces you to use a specific car or class and will have you select one available in your garage. Many gimmick events like jumps or speed traps, usually demand a speedy vehicle so its usually recommended to drive around in something with a bit of speed if you want to viably succeed at those while cruising about.
