Just do the story missions and every Public Event you see. Do all the bounties you can. I like to stack mine up. For example: I will take the 3 gold tier public event one and combine it with 6 patrol missions in the Cosmodrome and if you have a fusion rifle - kill 2 or more enemies with one shot from a fusion like 20 times and bring them in together. You do this and you will see a fast development. But don't rush the game like so many others. Take the time to enjoy the scenery and have fun. If you are PS4 and ever need a hand - look for me my psn is the same as above. Send a friend request. If I am not doing anything that I need that moment - I can always lend a hand on taking you to a mission a level or two above you. But I think you should do the story missions solo - it will let you appreciate your own skills as they develop and that is fun and I think the rewards are better if you do it solo. I may be wrong on that last part - but I don't think so. When you get to the first strike which is level 8 - you will be in matchmaker with 2 other players. If you want a friend to join you that is the time. Lots of fun laughing with a friend doing strikes.

I did my daily vanguard bounties and then jumped straight in to Crucible, I got up very fast

You can do the story, but like IAMZLATAN says, crucible is the quickest - as long as you are half decent at it. And you'll need a good weapon too. If you can get 4000+ xp per round, it defo beats time invested into story missions for end of mission xp bonuses.