The first world humanity will colonize might not be a planet but a trans-Neptunian object larger than Mars.
The Red Planet is 10% as massive as Earth and is at our doorstep. We have already sent many missions to it and know a lot about it by now. It will be the first planet humans will set foot on. However, its gravity is only 38% of Earth’s. We don’t yet have any data on whether we can withstand it long-term without negative consequences for our health. If we can’t, then colonization will be off the table, and there is no other planet in our solar system that ticks enough boxes for such an endeavor.
However, with the discovery of the trans-Neptunian object 2017 OF201, which has a 26,000-year orbit and is 700 km across, we now think that there are thousands more. Some might be Mars-sized, and even half Earth's mass.
Such a huge world could have gravity 50 to 65% of Earth’s, but any stronger gravity than that of Mars might be beneficial for our colonization efforts. We need at least one more world to live on if something happens to Earth.
Almost all transneptunian objects will be extremely cold, but maybe not all of them. If we calculate Venus's temperature based on its position in the solar system, its surface temperature should be about half of what it is now in Kelvin, but its very thick atmosphere makes it so hot via strong greenhouse effects that it can melt lead. The moon of Jupiter, Io, has volcanoes on its surface that reach 1,300 degrees Celsius, but its lack of atmosphere means they are surrounded by temperatures of -130 C.
The same might be happening to some large binary trans-Neptunian objects. The ones with the right composition of a thick atmosphere could theoretically not be that cold, even without receiving much energy from the Sun.
Even if we don’t find any with such characteristics, dealing with low temperatures is not as bad as dealing with low gravity. With the discovery of 2017 OF201, the likelihood of the mythical Planet Nine existing decreased, but it can still not yet be ruled out. It could be more massive than Earth and could maybe have some fascinating moons.
Venus has similar gravity to Earth’s, but it's too inhospitable for colonization. Since Mars's gravity might be too low, the only chance left for us to colonize another world is to discover a suitable trans-Neptunian object. On their thousands-of-years-long orbits, they approach the Sun close enough for us to see them with our current technology only on 1% of their orbits. They will reveal themselves over the coming centuries and millennia, but by then we will likely have better instruments to spot them and will hopefully find some intriguing ones.