Not really sure what I'm supposed to actually do other than practice, socialize, and do tasks. I tried starting a show after unlocking a few topics but after I select a medium, host, topic and cast, the Continue button doesn't turn green. 

Did you give your show a name?  The game won't let you launch a show without a name.  (You can type a custom name into the "title" field at the top of the screen, or press the dice icon to let the game choose a random name.)

As for things to do, f you're just starting out: Under "activities," you can see that you have the options to do a "performance" (spend stamina to gain money), "promotion" (spend stamina to gain fans), or "spa treatment" (spend money to regain stamina for several idols).  "Performance" and "promotion" can be leveled up, and at higher levels they provide exponentially higher rewards.  (Doing a level 1 promotion will gain 7 fans, while doing a level 4 promotion will gain 350 fans.)  Leveling up your "performance" and "promotion" activities can be done after meeting certain requirements, and these level-up requirements can provide you with an idea for a direction or a list of goals you might want to be pursuing.  Check the activities tab and try mousing over the "performance" and "promotion" to see your progress for these milestones: