Finding the 'click' to make the switch from "What am I doing?" to "I get it now" is important.
Instead of giving a thousand suggestions, I'll share my click:
Find the first weapon that you really like. Fortunately for me that was the often suggested 'Hek', which is a powerful shotgun with a low mastery rank requirement. It might be for you too. Since it's a MR4 weapon, you need to train other weapons to raise your mastery. Once a weapon is maxed to 30, you can usually sell it to open up a slot, though some weapons cannot be gotten again. MK1 weapons don't require crafting time or materials, just some credits and are safe sells, so they are good mastery training weapons to reach a higher MR.
Afterwards you buy the blueprint of the weapon you want to make. Then if you don't have it yet, farm the materials needed to craft the weapon. Craft said weapon and see if you enjoy it. Once you found a weapon that seems to be really awesome, you start farming or upgrading mods for that weapon to make it stronger.
This loop of satisfaction of getting your favorite thing into something even more awesome, is pretty much the REAL gameplay loop of Warframe. Over 500+ hours and this is still what continuously drives me. My current goal is to farm Wisp. Alongside there's still certain mods I'm farming to upgrade my favorite weapons. Some of my weapons and warframes are upgraded several times to allow more mod capacity, so I can slot in better combination of mods. Always busy improving and from time to time I just see that new weapon and I'm like... "Wait, can't I make that really really awesome too? It would be perfect with this and that frame...." and I'm off on several farming sessions again. "Farming" in this case is just playing with a space ninja with all my existing setups, so it's obviously super satisfying because I upgraded my favorite Warframe with my favorite weapons. And each time you add something to the arsenal, you get more options. Due to so many mission types, you end up wanting a lot of things because rarely one setup is efficient for all mission types.
There's also another click that applies to almost every Warframe player and that's much later in the game, but I can't go into detail. Once you reach it, you will know it and you will think "yeah okay, this is the best game ever, I can't stop now".
