Hi again! :D You made good time through the campaign!
With the campaign done, you've got a lot of options for what to progress in. There's no "right" thing to do, it's really a matter of what kinds of goals you want to set for yourself, and what you find fun/fulfilling!
Collecting and breeding wolves is indeed a major aspect of the gameplay. Some people like to search for and collect wild wolves with nice colors or interesting ID numbers. Others don't particularly care about the generation number of their wolves and are just trying to create critters with color palettes that appeal to them! You probably already know about the Demo page, where you can try out any combo of markings and colors -- I sometimes play around in there to create a wolf I like the look of, and then set a goal to acquire a breeding pair to create that wolf (or get lucky and find it in the FM directly!).
The breeding mechanic is a little tricky to get used to, but not actually that complicated! Basically, if you envision all the possible Lorwolf colors on a big wheel, a puppy's color in a given slot will be somewhere "in between" the parents' colors in that slot. So, say one parent's base color is Black and the other parent's base color is Slate. The puppy's base color could be either Black, Slate, or the color in between those two: Midnight! This color predictor can really help.
Leveling up the activities to collect resources, recipes, apparel, and useful items is a great thing to do, too - and it sounds like you're already on it! Up to you whether you just want to collect stuff, or learn the ins and outs of the Flea Market to sell materials etc. for currency (I'm a hoarder, myself, because I find it tricky to keep track of the market, but there's probably good pebbles to be made!)
Have you tried the Arena? It's a fun battle game you can play against bots and other users of the site, and pretty easy to get the hang of! There are some unique rewards you can only get in exchange for Arena currency.
There's a pretty fun art community forming here, too. I've had a lot of fun making Custom Apparel, and the CA chat over on the official Discord is a nice place to hang out if you want to dip your toes into that scene.