What are the data governance capabilities that should be a priority for the Enterprise Data Office? How do we draw the line between data governance and data management capabilities? How do I determine which domain to onboard next to data governance?

We're following the same approach as Paulius - we picked the teams that were willing/wanted to focus on it first. We did focus a bit more on the initial definitions for how we're categorizing data and the roles and responsibilities of aspects to ensure we know who is responsible for the business processes and data associated to them, but the biggest feedback we typically get is we need better data discovery. The intent next is to create a usable data catalog - but that's the part we're struggling with - back to Paulius' comment - I expect we'll have to do a lot more on change management than actual focusing on the content of the data catalog. 

I can try and briefly share our approach:
1) we wanted to promote data discoverability, so one of priority capability we started was Data Catalog, kind of a platform for data and people to meet and continue the journey in implementation of a Data Strategy onward.
2) our experience is that no matter how strong the line between the two is drawn, a lot of communication and explanation has to happen, so I would rather encourage to plan for how the change management would be handled
3) we naturally proceeded with the domains that have had competence or have been most willing to adopt new things. Motivation is the primary criteria, in my humble opinion.