Ahhh a psyker, my first time playing Dark Heresy I played one too. All the advances you take depend on what role you'd like to play. Up until the branching ranks you should definitely focus on taking advances in WP since it governs all your psychic powers and how many powers you can learn. For skills and such take some forbidden lore and psyniscience, they both help a lot when trying to figure out stuff. At any point you can grab a power well advance, do so for it will help you manifest your powers.
For necessary minor powers i'd suggest weapon jinx, sense presence, and spasm. Weapon jinx and spasm can completely shut out an enemy for a good amount of time, letting your comrades wail on them and sense presence eliminates the whole "there's probably something bad behind this door" aspect of things. At some point you'll end up having most if not all of the minor powers and most of them are very useful but those i mentioned are ones that you should really invest in getting early game.
Once the rank branch comes up thats when you have to choose what to do with your character. The schola branch relies heavily on being a complete caster, you learn way more talents that make it easier for you to manifest your spells and you get more discipline foci that open you up to different schools of abilities (or focus heavily on 1 or 2 for crazy bonuses). Going the Savant route leads to a more battlemage like psyker, augmenting his attacks with powers or the like. I wouldn't recommend going Savant unless you choose the Templar Calixis alternate rank from the inquisitors handbook since the core rulebook doesn't give savant psykers enough of what they need to be good in basic combat. Melee is also a very scary place to be in Dark Heresy :P
Other than that, once you get to choose disciplines it becomes very important for you to establish your role. Biomancy is a popular choice since it has one of the only heals without consequence in the game and healing is a VERY nice thing to have (medicae alone doesn't cut it i've found... unless its house ruled to work differently). Its best to just read all of the psychic powers and find which discipline really suits your character and your party's needs.
Well I hope this was helpful, sorry if it was a bit late. Have fun!
ps. also make sure you pick up favored by the warp, it lets you reroll on psychic phenomena which is probably going to happen a lot.