So I've just bought XIII:LR and now that I'm in Luxerion after the prologue/tutorial, I'm now sort of left wondering... what next?

I know that it is an incredibly non-linear, open-ended sort of affair, but if I could have some guidance as to what would be good places to start for an incredibly frail Lightning, that would be good. What sort of easy side-quests are there for me to build stats on?