First of all the place you start in most likely is the Forest which is green grass and trees. THe surrounding areas (sand, snow, dark purple or blood red) are dangerous and youshould avoid them for now. use the daylight time to go left and right in the forest and look for Chests on the surface or near the surface to collect useful gear and supplies (don't forget to "mine" the chest, and pick it up so you cna place it in your home and store things in!) Break every pot you see too! Chop down lot sof trees too, you will need a lot of wood all throughout the game. Save your acorns for now too as you don't need to replant trees right away.
If you find the desert then I recommend going like a madman and chopping down every Cactus and getting as much Sand as you can while doing your best to avoid or kill the tougher enemies here. In fact you really should beLOOKING for the Desert to get Cactus and Sand.
Make sure to swing your weapon at every orange little mushroom you see and pick it up. It will heal you but will be extra important for making potions that increase your life regeneratoin. Keep an eye out for tiny little yellow flowers which are also used in important potions.
While you're out mine every bit of Stone you can find and kill every slime for Gel.
Now when the Sun is to the right side of the sky or you notice it's getting darker, it's time to go back and build a house. You will get WRECKED by Zombies during the night so you need shelter and a place to start crafting a few things for the next day. Walk back to your Guide and fidn an open space to build a box out of wood or stone. Craft a work-bench, place it in your box, stand near it and now craft "Wood Wall" or "Stone Wall", place these new blocks inside your box like your coloring it in. Back to the work-bench, create a Door, Table and Chair, also create Torches, then a Furnace. Dig out a 3-tile high hole in the side of your box and put the door so you can get in and out. DIG A 2-TILE WIDE, 2-TILE DEEP HOLE just outside your door... trust me. Put down all your furniture and Furnace, and at least one torch INSIDE the home.
You now have a functional home and the Guide will soon move in!
What to do with Cactus?? Build yourself Cactus Armor and the amazing Cactus Sword! Sand? Create Glass at the Furnace, then create Bottles with the glass. We use bottles for potion-making... so how do we make potions? First of all put a Bottle ontop of your table. Next take the rest of your bottles and find a pool of water and go near it, you'll see "Bottle of Water" in your crafting recipes. Create dozens of Bottles of Water then return to the Guide, ask him about Crafting and show him the Bottle of Water, he will show you every single potion recipe in the game! He will do the same thing for any material you bring him, so tal kto him frequently when you find something new. With your bottles of water and the right potion ingredients, stand by the Table with the bottle on it and you'll see potions to create.
Make sure to craft the BOW, and of course ARROWS (using wood, and stone for the arrows). Make yourself some FIRE ARROWS using torches, but don't use too many torches!
Now you are properly geared to go underground tomorrow and start exploring caves for more loot, and METAL ORE! Good luck!