I would like to start creating solutions for
Office 365 (SharePoint Online), is there a guide to setup
i'm following some tutorials online, but they have options that i do not have when creating a new project?
You should take approach of developing Add-in's for SharePoint. This is recommended for SharePoint Online. Follow below url from MSDN to learn more about SharePoint Add-in's. https://msdn.microsoft.com/en-us/library/office/fp179930.aspx