The likes of lunar exploration and terraforming are premature and pointless.
Space is mostly empty, cold darkness. There are no resources there for us to target. It also takes too long and the environment is too harsh to survive.
I have heard that it is necessary to extract tritium for nuclear fusion power generation, but I don't know if it will be practical yet.
When it comes to terraforming, it is probably less cost effective than the Dyson sphere.
Instead, it is far more important to advance biotechnology and achieve immortality.
By accelerating technology to repair genes, we can combat cosmic radiation.
Achieving radical life extension will enable humans to endure the timescales of space exploration, even if they cannot exceed the speed of light.
With the realization of mind upload, you will be able to withstand weightlessness and vacuum.
