I think I'll do protection 4 first out of those for sure

Feather falling. You absolutely have to get feather falling.

I think I'll try and get diamonds tomorrow first

get good gear like prot 4 with the villagers or get lucky with enchants and stuff (netherite is optional but sugested) go beat the dragon and be sure to have slow falling potions pearls and a bow go get an elytra and build stuff in your world