Story-related, cannot miss.
Once you're done on Toshara, you can choose where to go next. The game does, however, hint at the order to do it in. The second recommended planet is Kijimi - the only city planet (whereas the others are open-world maps).
Complete all 4 main quests and you'll be done with the icy mountain city and be ready to move on. Those 4 quests are the following:
The Safecracker
Gunsmith
Breakout
The Hive