Yup. That's the right of it. Curse of Osiris>Warmind>Forsaken. There are a bunch of side quests (adventures) but you can come back to them if you aren't super invested in the lore.
The blue ones are story quests. You'll need to do some of them to advance further in the game so I'd suggest doing them ASAP. Adventures are certainly worth doing for the story tie ins, but you can do them when you want. You'll have some of them as heroic adventures later in the game which you'll do for daily quests so you can wait or do them immediately for the exp and decent rewards based on your level.
My recommendation would be just to finish out all the story content and then do strikes. You can get decent rewards from them, but at your level you'll quickly replace them. This actually ties into another question you had...
So those globes technically aren't planets. They are for different activities that are available. Vanguard is a playlist for Strikes and the Nightfall Strike (basically extra hard mode strikes). Gambit is a PvE/PvP mode. This post gives a good breakdown of how it plays out. The Crucible one is your PvP modes. There is Quickplay (team PvP playlist), Rumble (every man for himself deathmatch), Competitive (ranked PvP), and right now there is also Iron Banner (PvP where powerlevel matters only available once a month for a week). Honestly, you don't have to wait to do these. If you get bored of doing something else and you want a change of pace you can certainly hop into any of them for a break.