https://www.gamespot.com/articles/sea-of-thieves-guide-tips-on-how-to-get-started/1100-6457557/

For better or worse, Sea of Thieves is a game that grants players a lot of freedom. While there are quests and goals, you aren't led by the hand with an objective marker from one place to the next. You can go where you want and do what you want, but with that level of flexibility, actually getting started can be a bit overwhelming.