i just started playing this last week.
Just completed the Story Mode this morning and really enjoyed the game. Can't wait to sink my teeth into the other content.
Any suggestions on where to start?
I'd alternate between doing some of the featured contracts and escalation contracts and replaying the story missions to open up more mastery levels so you get more gear, starting locations, etc. and learning the level so you have it more or less mastered by the time the elusive targets come around, which change things up and are a "one chance" kind of game mode.
The progression tends to go Story>Escalation>Elusive in terms of exerting your mastery over a location.
There's also the bonus missions, too. Don't forget to dig into The Icon, A House Built On Sand, and Landslide.
Basically, you want to work on unlocks and generally learning the levels more and more, but don't burn yourself out. If you feel like that's coming on, change it up.