There are plenty of fun things to do in Kings of Kinks after you finish the tutorial. Your main focus should be the main story, as you are required to finish particular main story stages to unlock certain features.
Aside from that, you have plenty of adventures in the mystic tower, PvP in arena or boss battles with the Spirit Beasts. There are tons of achievements and daily / weekly quests for you to complete!
You will also want to make sure that your heroes are in top shape, ready to withstand any challenge. Take good care of your pretty ladies by leveling them up, raising their star level and keeping them equipped with the best gear available.