Play the Natural Number Game – this is the classic interactive tutorial introduction to Lean (with a new interface by a group in Bochum, Germany).
Install Lean on your computer – instructions can be found on the Lean Community Page.
Work on the Tutorials Project – a Lean tutorial by Patrick Massot. This can be done alongside the online book Theorem Proving in Lean4
Work on filling in missing theorems in Mathlib. What's already been done?
Pick a bigger theorem or mathematical development and formalize that.