Spawning in:
When you create your first world, you will be thrown into a dangerous overgrown world full of zombies. Your only defense will be a pistol and 64 bullets, the only food being some bread, and your only armor being some boots and a gas mask helmet. You should prioritize gathering basic resources such as wood and stone for basic tools, killing animals for food, and creating a shelter for the night.
Following days:
As soon as possible you should begin progressing to create iron melee weapons and armor, and use iron and gunpowder to craft guns and ammo. You could also loot the cities for basic loot, and a change to get a golden apple or occasional gun and ammo. In these early days you should also focus on finding and collecting as many Foxweed flowers as you can to craft a crude cure in case you get infected. You should also be prepared for hordes that spawn every 10 days and will raid your location.