Conan Exiles drops you naked in a desert with no direction. There is a progression here, it is just entirely environmental, and it runs roughly south to north as the temperature and the enemies get worse.
The Exiled Lands, southern desert
Remove your bracelet obligations later. First, survive.
Water is the immediate problem. Head north from the starting river and stay near it. Craft a stone pick and axe, then a bedroll so you have a spawn point.
Level to about 10 on shalebacks and rocknoses before touching anything human. The exile camps along the river hold your first thralls and your first real weapons.
Build your first base near the river between the Sinkhole and the Unnamed City road. Flat, near water, near clay.
Levels 10 to 30: the Wheel of Pain and your first thrall
The Wheel of Pain is the single most important early structure. A fighter thrall roughly doubles your combat capability, and a T3 crafter improves everything you make.
Truncheon, fibre bindings, drag them home. Target the camps at the Den or Sepermeru for better tiers.
Sepermeru is also the first proper city and worth visiting purely for the crafting stations.
Levels 30 to 45: the highlands
North of the desert the temperature drops and you need actual armour rather than whatever you found. Cold resistance matters from here on.
The Black Galleon and the Mounds of the Dead hold the mid-tier crafters worth hunting. This is also where you should be running dungeons: the Dregs and the Well of Skelos are both accessible and both give recipes.
Set up a second base up here. The trip south is long and you will stop making it.
Levels 45 to 60: the north and the Unnamed City
Full cold protection and hardened steel gear. The frost giants at the northern edge hit hard enough to end a run.
The Unnamed City is the real difficulty spike, full of dragons and undead, and it drops the best crafting materials in the game. Do not go in under-levelled expecting to learn by dying, because corpse recovery there is genuinely hard.
The Warmaker's Sanctuary and the Black Keep are the endgame dungeons.
Sorcery, if you want it
Sorcery is unlocked by finding a specific NPC in the southern swamp rather than by levelling. It costs corruption, which permanently reduces your health and stamina until cleansed.
Worth doing for transport stones alone, which fix the travel problem the map creates.
The Purge, which arrives whether you are ready or not
Your Purge meter fills as you play and eventually a wave attacks your base. Build defensively before this happens rather than after.
Journey steps are the tutorial nobody reads
The Journey panel lists staged objectives with rewards, and following it is the closest thing the game has to a quest log. It teaches mechanics in a sensible order and pays experience for things you were going to do anyway.
If you are ever unsure what to do next, open it.
Settings worth changing in single player
The defaults are tuned for a populated server and they make solo play a grind.
Raising harvest amounts and lowering thrall crafting times does not trivialise anything, it removes waiting. Purge frequency can be reduced or disabled if you would rather build than defend.
There is no achievement penalty for adjusting these, and most solo players are happier having done it.
The Conan Exiles builds guide covers attributes, corruption and thrall investment.
