Avocado is a wonderful first food! We tried it with our little one at 7.5 months as a first food ... she didn't take to it as well as your baby though. We were shocked to watch her smear that avocado *everywhere* BUT her mouth ... since normally EVERYTHING goes straight into her mouth. She finally tasted it by accident when I gave her a baby spoon that she's used as a teether and put a little bit of avocado on it. She didn't know what to think! I gave her the avocado and then waited a couple days, then offered it again. Just be sure to space *new* foods out at least four days to see if there is a reaction. Our baby tried watermelon first and loved it, then avocado (not a big hit, but we're trying again as it's a fave of many babies and full of vitamins and healthy fats), and she just tried nectarine (was too sour to her, judging from her hilarious expressions). Sweet potatoes are next up on her menu.
Cereal is not necessary. The main reason people have started with cereal in the past (MANY are now skipping it completely) is because it's pretty safe allergy wise. Your little one is old enough to enjoy tasting fruits and veggies ... much more fun than mushy cereal IMO. And you generally don't need to worry about iron levels yet ... see Is Iron-Supplementation Necessary?
Kellymom.com states: "Cereal is not at all necessary, particularly the baby cereals. Regular (whole grain) oatmeal is more nutritious for your baby. Many doctors recommend iron-fortified rice cereal as baby's first food because it is less likely to cause an allergic reaction and because most babies sometime after the 6th month require an additional iron source other than mother's milk. If your baby starts solids around 6 months or later, there is much less chance of allergic reaction to foods. It's debatable whether healthy breastfed babies need the extra iron (you can get baby's iron levels checked if you're worried about this). In addition, infants need lots of protein and cereal has a low protein-calorie ratio (even lower when mixed with water or fruit). Many experts (including LLL) suggest giving meat or other foods naturally rich in iron instead of foods with added iron."
Don't forget that your breastmilk provides more nutrients, fat and calories than any food you can provide your baby!
Kellymom.com states: "Ounce for ounce, breastmilk has more calories than most baby-safe solid foods and significantly more nutrients than any type of solid food that you can feed your baby. In addition, starting solids will quite possibly reduce the amount of milk that your baby is getting overall, rather than increase overall intake. One of the first recommendations for a baby who genuinely has slow weight gain is to decrease or eliminate solid foods and nurse more often.My DD is 8 months old and still exclusively breastfed (she has tasted a the three foods mentioned above a few times - about once a week the past month). We are following her lead on when to really start solids. Breast milk provides complete nutrition for the entire first 12 months, so there's no rush. Most of a baby's solid food the first year is just for play and experimentation. And they sure have fun *playing* ... it is very messy and super fun for them and for us parents watching them explore! Here is a page I have really enjoyed ... baby-led approach to the introduction of solid foods. I really like the idea of letting the baby set the pace and keeping the focus on play and exploration so the transition takes place as naturally as possible.
Breastmilk should make up the majority of baby’s nutrition through the end of the first year. At some point toward the end of the first year, most babies will gradually begin to need more iron and zinc than that provided by breastmilk alone - at that point, additional nutrients can be obtained from small amounts of solids."
Here is another link on starting solids, with good ideas for first foods: First Foods.
As long as your little one is getting most of her calories and nutrition from breastmilk, you can be reassured that she is getting the BEST nutrition possible.