There are lots of types of rooms to build, you can decide what you need next based on your style of play. 

You can create a storage room to store wood, gold and food, to keep it all in one place and optimise the work of the monsters.

You can also upgrade existing rooms by replacing the basic wooden floors and walls with stone.

You can add cool furniture to attract more victims; or you can give each monster his own room with monster-relevant furniture.

You can use traps and design rooms to kill victims more efficiently.

You can mine a lot of resources and sell them to the itinerant merchant to have enough gold to buy different kinds of monsters.