Keep reading and learning, and congratulations on the start you have made in your new life.
I agree that savings are very powerful, and enough savings to handle "emergencies" should probably be done first. (Like MsKyle says, once you have the savings, they're not emergencies any more!)
There is one other key thing, though. Does your employer offer a matching payment for your 401k? Many employers do. It can help a lot; it's guaranteed extra money back on your investment. If they have a matching payment, you should probably start taking advantage of it as soon as possible after you have some emergency savings.
True story: My employer back in the 90s had a matching payment of 50% on the 401k, where you could invest up to 12% of your paycheck and they would add in half of whatever you invested. I was making about $2,000/month, so I put in about $240/mo for five years. Their share added $6000 in free money for me. That investment grew to about $45,000. That was after they mismanaged their own fund and lost half the money - it should really be about $90,000 now. That's a lot of return on a couple hundred bucks a month. A lot of it was from the matching payment. Very powerful.
One thing to look out for on 401k matching, though. The match often has rules to it that you should learn. For example, in my old employer's plan, you did not "vest" in the plan (meaning, actually get to keep the matching payments) until you worked there for five years. If you left early, you only got to keep part of it. It's usually still worthwhile, but learn the rules of your company's plan.