Primeiro, eu vou ao mercado e, depois, volto para casa.

In Portuguese, subject pronouns are often optional because the verb ending already tells you who the subject is.

• eu vou = I go / I am going
• volto = I return / I come back

The ending -o in volto shows that the subject is I, so eu does not need to be repeated.

So this sentence could also be:

• Primeiro, vou ao mercado e, depois, volto para casa.

That sounds very natural in European Portuguese. Including eu at the start is fine too, often for clarity or emphasis.

Primeiro here means first or firstly.

It is being used as a sequencing word to show the order of actions:

• Primeiro = first
• depois = then / afterwards

These words are very common when describing routines or a sequence of events.

Examples:

• Primeiro, tomo o pequeno-almoço. Depois, saio de casa.
• Primeiro, estudamos. Depois, descansamos.

Because ao is a contraction of:

• a = to
• o = the

So:

• a + o = ao

Since mercado is a masculine singular noun and here it uses the article o, ao mercado means to the market.

Similar contractions:

• a + a = à
• a + os = aos
• a + as = às

Examples:

• Vou ao supermercado.
• Vou à escola.

In Portuguese, when talking about going home, the usual expression is para casa or sometimes a casa, depending on context and regional usage.

Here:

• para casa = home / to home

You normally do not say à casa to mean home.

That is because casa in this expression is treated differently from a normal destination with a definite article. Compare:

• Volto para casa. = I return home.
• Vou para casa. = I’m going home.

But if you mean to the house in a more literal sense, especially a specific house, you may see the article:

• Vou à casa da Maria. is not the usual standard phrasing in European Portuguese; more natural would be Vou a casa da Maria in some contexts or Vou para casa da Maria, depending on the meaning.

For learners, the safest thing is:

• learn para casa as the normal way to say home

They come from two different verbs:

• vou = from ir = to go
• volto = from voltar = to return / come back

So in the sentence:

• vou ao mercado = I go to the market
• volto para casa = I return home / I come back home

Even though English often uses go and come back, Portuguese uses ir and voltar naturally here.

Yes. The verbs are in the present tense:

• vou
• volto

In Portuguese, just like in English sometimes, the present tense can be used to describe:

• habitual actions
• planned actions
• steps in a sequence
• a near future

So this sentence can sound like:

• a routine
• a plan
• a simple description of what happens next

This is very natural.

The commas help separate sequencing adverbs from the main clause.

• Primeiro, eu vou ao mercado
• depois, volto para casa

This punctuation is very common because words like primeiro, depois, então, finalmente often act as discourse markers or connectors.

You may sometimes see lighter punctuation in informal writing, but the commas here are perfectly standard and clear.

Not exactly. Depois means afterwards / then, and e simply links the two clauses.

So:

• e, depois, volto para casa = and then I return home

Using both is very natural because they do different jobs:

• e connects
• depois shows sequence

You could also say:

• Primeiro, vou ao mercado; depois, volto para casa.
• Primeiro, vou ao mercado e depois volto para casa.

All are understandable, with small differences in punctuation and rhythm.

Yes, you could, but the tone is a bit different.

• volto para casa = very common, natural, everyday
• regresso a casa = also correct, but more formal or literary in many contexts

For everyday spoken European Portuguese, voltar is extremely common.

Examples:

• Depois, volto para casa. = everyday and natural
• Depois, regresso a casa. = correct, slightly more formal

Because the sentence uses ao mercado = to the market, it often suggests a specific or familiar market in context, much like the market in English.

In real usage, this might mean:

• the local market
• the usual market
• a market already understood from context

If you wanted to be more specific, you could say:

• ao supermercado = to the supermarket
• ao mercado municipal = to the municipal market

Yes, very naturally:

• Primeiro, vou ao mercado e, depois, volto para casa.

This is probably the version you will hear most often in Portuguese, because subject pronouns are frequently omitted when the verb form is clear.

Including eu is still correct:

• if you want emphasis
• if you want contrast
• if you want extra clarity

For example:

• Eu vou ao mercado, mas ele fica em casa.

Yes, it fits European Portuguese very naturally, though it is also easy for Brazilian speakers to understand.

A few points:

• Omitting the repeated subject pronoun is very normal in European Portuguese.
• volto para casa sounds completely natural in Portugal.
• The overall rhythm and punctuation are also very standard.

There is nothing unusual or strongly regional here; it is a straightforward, natural sentence in European Portuguese.