Hey I’m newish too. One thing that might help, and that I didn’t know about and got (happily) surprised by at lvl 10, is that you start getting more skill points per level (goes from 5 per to 10 per at either 10 or 11, and then to 20 per at lvl 20. I assume it keeps going up but I haven’t got to 30 yet :P).
Everything is so much better once you finally have the complement of basic crafting machines/recipes unlocked!
Anyway, since I’m here, might as well share my experience too. I started playing “for real” a couple weeks ago (got the game a while back, but before the objectives etc it mostly just confused me into quitting). I hadn’t ever got far – I had a beacon and a crafting table when I logged in this time, but that was all. I remember that I either spawned in or fell into a cave, months back, and then trying to figure out where the exit was and how to get out – without a torch or a grapple or the ability to jump more than a single block at a time – made me decide to wait again.
Okay fast forward to the present! I like the objectives a lot as a kind of advanced post-tutorial tutorial. They got me past the confusion block of furnaces and crucibles and workbenches and into actually playing. However, right now they’re a bit wonky in the way they require things but don’t always tell you a) which prereqs you need, b) how to get those prereqs, and c) that you may not actually want them, or want to do all the categories of objective, in the end. I remember spending an evening trying really hard to cook my wildstock steak over a campfire because…I dunno, it didn’t occur to me to put a hunk of meat in a smelter. Like, wouldn’t the drippings contaminate the metal later, because I don’t have a crucible-washing station? And the other way round, lead poisoning from licking broiled smelter-residuals? That…can’t be healthy…?
Saving up for skill trees was frustrating. I fell to my death so many times – dunno bout the other starter worlds but Berlyn is FULL OF CAVES FULL I SAY – and got lost in the darkness so often that I really really wanted the “Light Source” skill so I could quit having to guess whether the darkness in front of me was the darkness of my impending doom. (PS, Odine, the light source skill doesn’t work so don’t get it yet). So I was trying to save up 33 points, i.e. SEVEN levels’ worth, and consequently I was kind of angry and useless for a fair few levels. Because I couldn’t do the objectives without crafter skills, or without metal, but the metal was in the dark pit of darkness and death. Also I hated that everything needed tree trunks. Because the trees where I was were the tall slender single-trunk piney kind, which meant I could only reach like 5 blocks per tree. And there weren’t that many treees around. Also because I didn’t know about world regeneration and I felt so guilty just wantonly chopping trees left and right (I have like 5 different locations saved that are called “[world name] Deforestation Zone”).
Right, glad I got that off my chest…but please please can I just have a headlamp for NOT 33 skill points 
The way I ran it, in the end, I got most of my XP at low levels from the objectives – both the trackable kind and then others that would randomly show up. Some of those were probably feats but I was too confused to catch it (do you notice a theme here) (I am easily confused!). Things started getting properly “grindy”, as in I was getting most of my XP in +4’s from mining, round about 13. I started feeling like I actually had a say in how to spec my (as opposed to just taking things because they seemed mandatory) around 20. I’m …23? now, I think, and pretty happy with how progression has worked out overall. So far. 
It’s weird when you’re new and you don’t know anyone and you can’t run fast or grapple properly, and people keep telling you that there are PORTALS EVERYWHERE! – which is true enough now but that’s only because I know where they are. Back in the day two weeks ago I was lost af. 
It took a pretty thorough forum search to figure out where New Berlyn was, and then once I was there to figure out where the portals actually were within it. I still get lost in the bigger cities…
and welcome to the community 
btw your avatar is awesome!
although occasionally the mask makes me think of 