Pick a key to see every chord that belongs to it, hear each one, and play the most common chord progressions in that key.
Every major and minor key is built from seven chords — these are the ones that naturally sound good together. The Roman numerals (I, ii, iii…) show each chord's role, and stay the same in every key, so once you learn a progression like I – V – vi – IV you can play it anywhere just by sliding to a new key.
Want to solo over these chords? Head to the Scale Library — the major scale of your key (or its relative minor pentatonic) will fit right over the whole progression. Look up any chord's shapes in the Chord Library.