What to do with explorer early game?

Hey guys I played AO3 all the time as a kid but I was really bad and didn’t really play strategically. I just liked the story and gameplay and played vs easy bits for fun. I just got back into it and I’m trying to actually play better. I’m just wondering what should I do with my explorer early in the game. Should I pursue treasures aggressively, somewhat or not at all? Focus solely on exploring? Bother their settlers? A combination of the three?