Tooling for the lathe is usually a good place to start. Beyond that it depends on what your interests are (e.g. clocks, models, steam engines, pens, knives, motorcycles etc…) and what you consider 'useful'. The page below is about the Cowells lathe but lower down he makes a centre height gauge. I made one of these as a first project and use it all the time. I've also made a graver honing jig based on the design on the same site but whether that is useful depends on whether hand turning is something you want to do.
https://watchmaking.weebly.com/cowells-90cw.html
The sites below are also often recommended for project ideas
http://www.homews.co.uk/index.html
https://www.gadgetbuilder.com/
Enjoy your lathe.