The game intentionally does this. There isn't met to be any sense of "what direction should I go next?" It is an exploration game after all!
I suppose the best course of action is to obtain the Seaglide first (as you have). This greatly increases your movement speed, which allows you to reach more distant places. This can easily be built with materials found in the Safe Shallows (the fragments for the Seaglide can be found here as well).
After that, there are a few things you can do, but I would highly recommend building (or finding) a radiation suit so that you can repair the Aurora's radiation leaks/explore the area around and even in the Aurora before doing any other sort of exploration. You'll find that you'll need a laser cutting tool to open some doors so you might want to build that (which means you'll need to actually explore a little further out and deeper to get diamond), a repair tool to fix the Aurora and some door panels, and you'll need to carry some fire extinguishers (which can be found near the two entrances to the Aurora) to put out fires. Within the Aurora are supplies as well as:
Enough fragments to be able to build a PRAWN suit, and 2 Seamoth fragments (you need 3 to unlock the schematic for it). There is also a pressure compensator you can use to put in either of these vehicles to increase its maximum depth range.
Also keep an eye out for PDAs for lore and for possible door codes.
After doing that, I would do two things:
- Learn the Mobile Vehicle Bay schematic and build it (fragments are found in wrecks in the Safe Shallow, Kelp Forest, and Grassy Plateaus)
- Find one more Seamoth piece and construct it.
The Seamoth is a major stepping stone. It allows for fast movement as well as a way to get oxygen when you are too far away from the surface to swim back up for air. I would say once you get a Seamoth, you can do pretty much whatever you like including, visiting the floating island, searching for new technologies to aid you further, and building the PRAWN and Cyclops. This will allow you to get to Biomes that you otherwise probably wouldn't (or at least shouldn't) be exploring without a Seamoth and thus enabling you to find more technology and progress further.
As far following the "story" of the game so far, keep visiting the escape pod and checking the communications relay for messages. You'll get signals which can lead you to other life pods, and if you keep checking back, you'll discover that:
A rescue mission attempts to land on the planet for you to be rescued, but is shot down by the massive gun on the Mountain Island. You can even witness it being shot down if you are on the island when the countdown timer expires. There is also an alien facility on this island, which once explored, you'll learn there is another one that is much deeper down in the ocean.
There isn't really a specific tech progression you can follow. You'll need a Moon Pool with the Vehicle Modification Station to build upgrades for both the PRAWN and Seamoth, and a Modification Station to upgrade the pressure compensators further to allow for deeper exploration. The Modification Station also provides a way of upgrading your knife, fins, O2 tanks, and some other things as well.
Really, the pace at which you take the game and which order you find the fragments for these objects is entirely up to you.