What should a new Muslim do first?

لَا يُكَلِّفُ ٱللَّهُ نَفۡسًا إِلَّا وُسۡعَهَاۚ لَهَا مَا كَسَبَتۡ وَعَلَيۡهَا مَا ٱكۡتَسَبَتۡۗ رَبَّنَا لَا تُؤَاخِذۡنَآ إِن نَّسِينَآ أَوۡ أَخۡطَأۡنَاۚ رَبَّنَا وَلَا تَحۡمِلۡ عَلَيۡنَآ إِصۡرٗا كَمَا حَمَلۡتَهُۥ عَلَى ٱلَّذِينَ مِن قَبۡلِنَاۚ رَبَّنَا وَلَا تُحَمِّلۡنَا مَا لَا طَاقَةَ لَنَا بِهِۦۖ وَٱعۡفُ عَنَّا وَٱغۡفِرۡ لَنَا وَٱرۡحَمۡنَآۚ أَنتَ مَوۡلَىٰنَا فَٱنصُرۡنَا عَلَى ٱلۡقَوۡمِ ٱلۡكَٰفِرِينَ ﴿٢٨٦﴾

Allāh does not charge a soul except [with that within] its capacity. It will have [the consequence of] what [good] it has gained, and it will bear [the consequence of] what [evil] it has earned. "Our Lord, do not impose blame upon us if we have forgotten or erred. Our Lord, and lay not upon us a burden like that which You laid upon those before us. Our Lord, and burden us not with that which we have no ability to bear. And pardon us; and forgive us; and have mercy upon us. You are our protector, so give us victory over the disbelieving people."

وَجَٰهِدُواْ فِي ٱللَّهِ حَقَّ جِهَادِهِۦۚ هُوَ ٱجۡتَبَىٰكُمۡ وَمَا جَعَلَ عَلَيۡكُمۡ فِي ٱلدِّينِ مِنۡ حَرَجٖۚ مِّلَّةَ أَبِيكُمۡ إِبۡرَٰهِيمَۚ هُوَ سَمَّىٰكُمُ ٱلۡمُسۡلِمِينَ مِن قَبۡلُ وَفِي هَٰذَا لِيَكُونَ ٱلرَّسُولُ شَهِيدًا عَلَيۡكُمۡ وَتَكُونُواْ شُهَدَآءَ عَلَى ٱلنَّاسِۚ فَأَقِيمُواْ ٱلصَّلَوٰةَ وَءَاتُواْ ٱلزَّكَوٰةَ وَٱعۡتَصِمُواْ بِٱللَّهِ هُوَ مَوۡلَىٰكُمۡۖ فَنِعۡمَ ٱلۡمَوۡلَىٰ وَنِعۡمَ ٱلنَّصِيرُ ﴿٧٨﴾

And strive for Allāh with the striving due to Him. He has chosen you and has not placed upon you in the religion any difficulty. [It is] the religion of your father, Abraham. He [i.e., Allāh] named you "Muslims" before [in former scriptures] and in this [revelation] that the Messenger may be a witness over you and you may be witnesses over the people. So establish prayer and give zakāh and hold fast to Allāh. He is your protector; and excellent is the protector, and excellent is the helper.