I have been playing for a couple of days now (during which I've grown addicted) and I don't seem to know what to do from where I am. I have full Meteor Armor and some other good items (good to me that is) such as the Space Gun and the Butcher thing. I have killed the Eye of Cthulu (Several Times), Skeltron (Around 3 Times), and that's it although I know I could kill the Queen Bee, Brain, EOW, etc. I don't really feel like doing that because it consists of no challenge. Anybody have any tips on where to go from here?
TL;DR - If you have not defeated the bosses you mentioned, you should anyway to get the materials they offer. Anyway, you can defeat the Wall of Flesh to progress into Hardmode, which will increase the number of materials and items you can acquire, increase the difficulty, and lead to endgame.
This particular boss is probably not very useful to defeat at your point in the game. It doesn't provide much that is better than what you already have.
- Bee Gun: 9 magic damage, 12 use time, uses 5 mana. Your current Space Gun does more damage and costs no mana.
- The Bee's Knees: 26 ranged damage, 22 use time. This weapon provides more damage than your Space Gun, but consumes arrows as ammo. It's also slower and therefore is not that useful at your point.
- Bee Keeper: 26 melee damage, 21 use time, 10% chance to cause Confused debuff on enemies. Deals more damage than Blood Butcherer (I'm assuming that's what you mean by "Butcher thing", the other option is a Hardmode weapon which I assume you're not up to yet) and is faster. This would be useful to acquire, if not only slightly.
Might be useful to defeat to acquire Crimtane Ore and Tissue Samples.
- Crimtane Ore: used to make Crimtane Bars. Leads into Crimson armor, which compared to Meteor armor, provides increased defence and life regeneration, at the cost of free use of the Space Gun. Crimtane Bars can also be made into tools (pickaxes, hammers, etc) that may or may not be better than the ones you already have.
- Tissue Sample: are used in conjunction with Crimtane Bars to make certain items and equipment, namely Crimson armor.
(You mentioned this but I'm guessing you have a Crimson world, so this may not be relevant.)
The Corruption counterpart to the Brain of Cthulhu. It serves a similar purpose - to provide Demonite Ore and Shadow Scales.
- Demonite Ore: used to make Demonite bars. Leads into Shadow armor, which compared to Meteor Armor, gives more defence (19 compared to 16) and 15% increased movement speed, at the cost of free use of the Space Gun. Demonite Bars can also be made into tools that may or may not be better than the ones you currently have.
- Shadow Scale: used in conjunction with Demonite Bars to craft certain items and equipment, namely Shadow armor.
The final pre-Hardmode boss. Upon defeating it, your world will go into Hardmode, which provides, among many others:
- more items and equipment to craft/find
- more ores
- more enemies
- more bosses
- more NPCs
- new biomes
- higher difficulty
It also leads into endgame equipment and is in general more interesting from a game value standpoint (you probably won't get bored with Hardmode until you have finished the game).
- Pwnhammer (guaranteed drop): has the ability to break Crimson Altars and Demon Altars. Upon breaking one of these, one of the six Hardmode ores will spawn throughout the world (note that there are actually only 3 Hardmode ores that can be present at once in a world, it works similarly to copper/tin, iron/lead, etc pre-Hardmode ores).
- Breaker Blade: 39 melee damage, 29 use time. This sword, along with being fairly powerful for entering Hardmode, has the longest reach in the game (excluding projectile throwing weapons)
- Clockwork Assault Rifle: 19 ranged damage, 11 use time. This gun may seems pretty bad, but it shoots three round bursts per use, with only the first round consuming ammo. Therefore it actually deals 57 damage per use.
- Laser Rifle: 29 magic damage, 11 use time, uses 8 mana. Penetrates up to two enemies and emits light. It is quoted on the wiki as a "direct upgrade to the Space Gun", although I do not believe it costs no mana with Meteor armor equipped.
- Emblems: 4 types, Warrior, Sorcerer, Ranger, Summoner. Accessories that increase melee, magic, ranged and minion damage respectively.