The next step is to add some kind of recording system, so that you can play some drum loops and record multiple keyboard tracks over them. As great as your synthesizer is by itself, it has a MIDI port that can integrate with a recording system and open up multitrack recording and many more sounds. What you want to do is start with some drum loops as a drum track, play a bass part over it, then play a melody part over it, and you’ll be making sophisticated music, not just playing one part alone. The key thing is you want to get 2 or 3 parts going at once, because then you get something that is bigger than the sum of its parts. And once you have some drums and bass going, you can jam for a long time and it is more educational than just playing alone as well.
If you have an iPhone or iPad, you can get an iRig MIDI interface for a fairly low price and hook your synthesizer into the iPhone or iPad and run the GarageBand software, which is either included on your iPhone or iPad, or is $5 extra. It’s very easy to choose some drum loops in GarageBand and play your synthesizer over top and record multiple tracks and make real music, even with no experience or training. GarageBand has drum loops built-in, all kinds of synthesizer sounds, and also guitars and basses and strings and other instruments.
The reason I recommend GarageBand on iPad or iPhone as a starter solution is you can just play music with it right away, without doing any kind of technical stuff. And also it is the cheapest and smallest solution. And if you move to something Mac-based later — like Logic or Ableton Live — the iPad or iPhone solution is still useful as a mobile rig. And the songs you create in GarageBand on iOS can be opened up on a Mac running Logic or GarageBand for mixing and publishing, either by you or by someone you hand the songs off to for them to mix for you. So even though you’re just getting started and may only be recording on an iPhone, there is no limit to what you can do.