Easily the first engineering you'll want to get is for your Frameshift Drive. Even G1 FSD engineering can dramatically reduce the number of jumps it takes to get places. Why? Because the longer your jump range, the more likely it is you can jump to your target in a straight line!
But to get that engineering, you'll need data from frameshift wake scans, and let me tell you, grinding those is gonna make you miserable. There's nothing more annoying than sitting there waiting for ships to jump so you can scan their wakes, only to not even get the data type you need!
So save yourself a LOT of pain by throwing a wake scanner onto your ship right now! You will have time to spare as you leave a station anyway, and there are almost ALWAYS wakes available to scan, so as you leave the mass lock, scan one of them and get that data!
By the time you get to engineering you'll have enough data to at least get up to G3 or so, and that makes your life WAY easier.