The goal is to live your life as an Orthodox Christian. If you want to break that down, consider what you did as a catechumen--you studied. Now, you continue, but the goal of that study is enrichment, and the lessons aren't found in books, but in the application of spiritual principles to your life. Hopefully, before baptism you had an opportunity for a life confession. This will have given you the chance to focus on your habitual sins. Knowing them, you are better equipped to oppose them, to work on acquiring the corresponding virtues.
Living your life after baptism is different than as a catechumen, however, because you do not have that immediate object, that thing to check off a list. I doubt anyone has said, "Oh, looks like I can cross off anger from my list. That's done." There are going to be reoccurring temptations, but there are also going to be wonderful opportunities. Now you look at your life as an Orthodox Christian. There are certain responsibilities and privileges attached to this.
Coming up in your life, particularly, you will have certain decisions to make which should be influenced by your faith as an Orthodox Christian. You will need to decide, perhaps, on a school--is there an Orthodox church nearby? Is there an OCF? Or work--does my potential schedule allow me to make it to Sunday services? Or marriage--is this woman I'm interested in Orthodox? Does she love God? What kind of mother will she be? Will she be a support or hindrance in my spiritual progress?
There are many things to learn in how to live as an Orthodox Christian in the world. I've been Orthodox for 12 years and am still learning. Many have been Orthodox their whole lives and would admit just the same. Do not be too eager for further responsibilities or burdens. You're the first person I've heard ask a "what next?" question after baptism, and I was a bit taken aback. Usually people are in a kind of honeymoon period, but sometimes after baptism people want to take on a lot of church responsibilities like altar service or chanting, for example. Allow the baptismal water to dry first, so to speak. Be joyful.