Personally, I find Brown Dwarfs to be absolutely fascinating. An object that isn’t quite a planet and isn’t quite a star, but something in between.
What would one even look like? Would it look like a gas giant that’s glowing red, along with swirls of gas in its atmosphere like Jupiter? Or would it resemble a star and have a fiery surface like the sun? I prefer to imagine them as glowing gas giants but I don’t know how realistic that is.
Gas giants in general are fascinating to me as well, I really hope we send a probe into one of the gas giants with a camera before I die. I’d absolutely love to see what it looks like inside a gas giants atmosphere before the probe gets crushed by the increasing pressure as it descends.
Honestly, our moon.
I firmly believe that our moon gives us the solar system in short order.
Fuel in the form of Helium-3 (if we can figure that out). Plenty of building material. Much lower gravity well that will allow larger payloads into it’s orbit and larger ships to be constructed. As well as that lower gravity well meaning better fuel efficiency in launching just about any trajectory to anywhere else in the solar system.
Once we have the Moon, we’re 90% of the way to a solar system spanning species. Mars is cool, but not useful in any real sense other than bragging rights.