What is Security Mode Command in LTE NAS?

It is the EPS NAS message the MME sends to tell the UE which NAS security algorithms to activate.

What should I inspect first in Security Mode Command?

Start with the selected NAS ciphering and integrity algorithms, then the NAS key set identifier, then the replayed UE security capabilities.

What usually comes after Security Mode Command?

The procedure usually continues under protected NAS signaling into later attach, TAU, or service handling.

Is this the same as LTE RRC Security Mode Command?

No. This page is the LTE NAS message between the MME and UE, not the LTE RRC access-stratum message between the eNodeB and UE.