Congratulations on your first win! Keep practicing your Kung Fu in those Ranked Matches and I know you'll only get better and better!
You must set a character as your favorite! Can't decide who to choose? Niiihehehe! Well, you can't go wrong with Lord Bison!
Your first goal for Story Mode is just to clear it once. You can probably guess, but I cleared it with Master Zangief first!
If you're at a loss for what to do, why not raise a character to level 5? It should help you realize what you're missing.
Why don't you try finishing up the tutorial? You might've mastered the first step, but nailing down the fundamentals is what's important.