What should I do first after connecting?

Three things in this order: (1) Go to the Accounts page and look at your balance history — get a feel for how your money moves. (2) Head to Expenses and review your recent transactions. Recategorize anything that looks wrong — the app will ask if you want to always apply that category going forward. (3) Set up your budget on the Budget page. Allocate gives you suggested amounts based on your spending, but you can adjust everything.