The first thing you must do after leaving the Vault in Fallout 76 is to find the Overseer’s Camp. This is also the first step in the main mission “First Contact”.
Where to find Overseer’s C.A.M.P.: The Overseer’s Camp is south-east of Vault 76. It is marked on the map with a yellow mission marker.
Just like for all upcoming missions, you can see the mission marker also on your HUD (at the bottom of the screen). That’s the easiest way to navigate the world of Fallout 76, just look at the HUD and spin around by 360° until you see the yellow icon. If you get lost on any future missions that’s how you will know where to go. You can always use the map to see the next mission marker.
From here you’ll want to keep following the main missions to finish the story. Doing missions is the fastest way to level up in Fallout 76.