It is as any Bioware games; training world, then you choice of locations to advance the storyline. Also, right after training world, oh and behold, to advance the story, you MUST become a Jedi! So those 6-7 levels you spend improving your characters will all be going to waste since you're a Jedi now, so that thing you did to be able to be a two blaster-towing fighter is no longer viable or even possible to make, nice going wasting those feats.