This is what I do on any new playthru after beating the Warden.
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Talk to the Emissary and portal over to FG content. Head into the town and talk to the first person you see with a quest.
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Run around and pick up several lore notes in the town for the XP.
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Do the initial quests to choose one of the three factions and to open up the Shattered Realm.
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Purchase some movement runes from your chosen faction.
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You can craft Dynamite at the blacksmith here. Try to craft yourself up 20-30 pieces. You’ll need it.
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Do the first shards/chunks of the Shattered Realm. Cash out after defeating the first boss in it. This nets you a Devotion shrine and a buncha loot and the XP gained will also likely level you up once or twice.
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Return back to the base campaign and continue your journey.
The beginning area of FG simply offers too many benefits to ignore completely at the outset. Take advantage of them as detailed above.