What should you do?

You answered correctly. In this situation, the correct action is to continue driving. Since you are on a priority road (indicated by the yellow diamond sign) and the traffic light is green, you have the right of way at the intersection. There is no need to slow down unless a specific danger, obstacle, or traffic sign instructs you otherwise. Always stay alert to your surroundings, but maintaining your speed and continuing through is both expected and safe here. This is a typical scenario where right of way rules and traffic lights align, so you should proceed while remaining attentive.