New CS grad starting a consulting role. How do I start my career off strong to move into data engineering?

I just graduated with my bachelor's in computer science with a concentration in data analytics. I am also fortunate enough to have landed a job before I graduated.

For context, I am in my early 20s, just graduated, and I’ve got a job lined up for a government software consulting company. The work is meaningful, it pays well, has good benefits, and has a low risk of layoff/AI. However, it will require me to move wherever they want me to go, which is fine at my age; I need to explore anyway. 

My long-term interest is being in the data and AI field or starting a business (very long term). I know role names are ambiguous, but titles like data analyst, data engineer, etc., are things I am interested in. It is what I want to do long term; of course, this may change.

This first role does use some overlapping skills such as SQL, but the overall system is proprietary, so I will not be learning modern frameworks. I do plan to build outside of work, such as side projects. The company I am working for does have these roles, which I am going to try to move into later rather than another company if I can.

A few things I am trying to figure out as a new grad: 

1. How important is the 1st job in your career? Is having any professional experience better than none, even if it doesn't directly relate to future roles; data/AI or not? 

2. How do I make the jump from a non-data role to a data one? Or any role, for that matter?

3. What do you wish you had done in the first year or two after school? Habits, tips, things to avoid, etc. Drop your best advice. 

4. I have about 1.5 months before starting. What’s the highest-leverage thing I could be doing? I am currently employed and will need time to handle moving logistics.

My main goal is to start my career off strong and avoid common pitfalls. I appreciate any advice or tips you all have.