I recently bought terraria how do you progress on this game?
Mine go deeper and defeat bosses?
Basically, yes.
It's "keep your own pace".
The first two goals are to get some better materials to craft stuff and get more NPCs (you need houses for them).
At some point the first boss will show up (when you have a certain number of NPCs), you can also spawn it by using an item.
Beat the other bosses and get accessiories that help you with progressing the game.
If you are ready you need to unlock "hard mode" by defeating the "Wall of Flesh" in the hell layer (at the very bottom of the map), be carefull, you may trigger it by accident, because it gets summoned by throwing an item in the lava that gets droppend by one of the mobs down there.
After the boss is defeted the "hard mode" is unlocked, everywhere new and harder mobs spawn, new bosses are fightable, new events, new metals spawn, a new biome spawns too and the corruption/crimson will slowly spread.
You can look here if you need more information:
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Actually, you should look there, because there is much stuff that's not told in the game.