One of your first stops should be Lioran Tourist Center. Here, you'll be able to orient yourself and get lots of useful information before you begin exploring.
This tourist information center is situated in Laveissiere, a place that has plenty of things going for it! Puy Mary, Plomb du Cantal, and Remberter are other good sightseeing choices not far away when you've finished up at Lioran Tourist Center.