Tutorial
While the Tutorial is, for the most part, mandatory, it contains some optional activities that are key for learning new skills and earning a bit of starting RP and GTA$. Lamar, Gerald and Simeon walk you through the tutorial missions, introducing you in broad strokes to most of the activities you'll encounter in GTA Online.
The first thing you ought to immerse yourself into are contact missions. These form GTA Online's admittedly thin narrative component, showing the path of your character from insignificant street thug to criminal mastermind. These are unlocked procedurally as you rank up through various activities, providing you with one of the rare instances of structured progression in GTA Online.
That said, in most cases, the various missions provided by each contact aren't connected. One exception is Lamar's contact missions, which you should be doing last of all, and play out a story of sorts about the character giving them. These were introduced in the Lowriders update, making them the most recent of the contact missions.
A good thing to break things up with in between the contact missions is doing versus missions for money, RP and unlocks. These make up the structured PvP aspect of the game alongside Adversary Modes, however these are newer additions best kept for later.
Heists
Once you've gone through all the contact missions and done some versus missions, you should have most of the meaningful rank unlocks and a solid grasp on the game mechanics. At this point you could try your hand at the heists present in the game. You shouldn't mistake these for the pseudo-end-game, as we'd put the CEO stuff afterward. If you think about it, an up and coming criminal would likely pull off a heist first in order to fund their more high-profile endeavors later.
Keep in mind that communication in heists is key, and you should familiarize yourself with the mechanics of each heist. The set-ups and finales all have various phases that need to be done in specific ways, and while any literate human should be well off with the objective descriptions, there are some unorthodox methods that have become widespread that are handy to know beforehand.
Around this time you should also look to join a crew, as playing with randoms usually ends in disaster and a lot of wasted time. Heisting with a crew will ensure a higher rate of success, not to mention that your teammates will know what to do and won't screw up at every turn — just make sure you don't either.
There are five heists in total, and while you're working your way through them, keep in mind that there is a one-time "criminal mastermind" challenge present which rewards you with GTA$ 10 million, give or take, for completing all of the heists in consecutive order, in one go.
Adversary Modes
If this goes up in smoke, however, you can always fill in the gaps between each heist with some Adversary Modes. Of course, the ideal thing here would be getting a good variety and trying out all of them, however, the sad reality is that most of the modes have no-one playing them, so you won't be able to fill a lobby anytime soon. Usually, only the newest modes (and Deadline, which you should play to unlock the Shotaro) will be populated.
Presumably, over the course of your endeavors, you've bought a property or two, filled a garage with rides and have plenty of weapons to protect yourself with. You have everything you need to take on the heists, which will set you up nicely for what comes after.
Become A CEO
This is when we get to a major milestone: the purchase of your first CEO office. These things start at one million, so it might be the most expensive thing you buy at this point. However thanks to the heists you should have enough money — especially if you adhered to our buyer's guide and didn't blow your cash on something useless.
Once you've got the office, a few things pop onto your agenda. First of all, you'll need a warehouse to begin shipping cargo and a few upgrades. Second, once you've done enough crate jobs, you ought to invest in a vehicle warehouse to begin import and export missions, which represent the most lucrative way to earn money in the game.
When you've hit that point, you've arrived at the not-actually-end-game-content-but-close-enough portion of the game where things open up and you're welcome to do as you please. There is a whole motorcycle club feature to dive into, not to mention the freemode events and the stunt races which keep getting crazier and crazier with each update.
Soon, through profits from import and export missions, you'll build a fortune large enough to buy just about anything you want, until the next update drops of course. Then, once it's released, the content of the gunrunning update will be the next thing to move on to, whatever it may be.
To help you along your journey, refer to our host of other guides which focus on specific aspects of the game. The most useful of these will undoubtedly be the money and RP guides, but the others will help you along just as well.