All great advice so far.
To reiterate what I think are the most important points, while also editorializing a bit, I would recommend that you consider doing the following
before investing in equities, index fund, bonds, etc.:
- Invest in yourself: Does not necessarily need to cost money, as there are plenty of free learning options available; can also include improving your physical health and other non-education areas (as mentioned many other times by others in this message board); be extremely careful/selective if you decided to due this partially through student loans; make sure to consider return on investment (ROI))
- Pay down debt: Though this sounds counter-intuitive, consider paying down your smallest size debt first to build momentum; then once you are ready, switch to paying down highest interest rate debt to lowest. From a purely mathematical standpoint (and without taking into account emotion), prioritizing the debt with the highest interest rate makes more sense; so once you are locked in and confident you are in debt paydown mode for the long run, switch to prioritizing highest rates first. As people are different, different methods work best for different people; just be sure to be aware and balance what makes most sense from a mathematical standpoint and commitment/likelihood of success standpoint (if you do not think paying down smallest first is necessary for you, then just do largest interest to smallest interest; or some other iteration customized to yourself). Mortgages where you are caught up on payments might be an exception.
- Emergency fund: If possible, 6 months of expenses in largely risk-free and liquid account
I do not have a numbering of importance, because I do not think that "invest in yourself" and "pay down debt" are mutually exclusive in many ways; "invest in yourself" is so broad/ambiguous that both can be done at same time.
Once debt is handled and you have emergency fund, and there is money left over even after investing in yourself and covering all monthly expenses, start saving for retirement/FI. Even after finishing paying down debt and building up emergency fund, continue investing in yourself in various ways for rest of life.
There are exceptions to this advice; ie I had student debt while also contributing to Roth in past (though that type of student debt was interest free until 6 months after graduation; was able to pay off in entirety before started incurring interest). Also, certain types of debt have lower interest than historical long term gains in equities; ie if you were able to get a mortgage for 3.5% interest, and reasonably expect to get over 5% gains per year for your diversified investments (with adequate risk management), it might be prudent to not pay down your mortgage too quickly (taking advantage of this spread might be a tightrope walk though and not worth the non-financial costs for some, such as anxiety and piece of mind).
Be aware of factors/options and logic behind advice/recommendations, then customize a plan that you believe would work best. Best of luck!