You need to keep your food bar and cold bar above minimum, or you will lose health. When the health bar is empty, you die and all progress is lost.
To replenish the food bar, you need either berries or meat. At first, berries are the easiest to get, so find a bush and eat some. Rabbits provide meat and don't fight back, but they run away and can take a while to kill without good weapons. Wolves provide twice as much meat as rabbits, but they take even longer to kill and will chase you and damage your health. Raw meat replenishes the food bar about as much as berries, but cooked meat (requires fire or stove) replenishes 4/5 of the food bar. If a lot of people are grabbing berries from the same bush, it can be hard to get any, and you may want to look for another. Shift + R makes you eat automatically (if you have food) so you don't have to remember.
To replenish the cold bar, stand near a heat source (fire or stove). Heat is lost quickly during the night and to replenish it, you will have to stand close to the heat source. During the day, heat is lost more slowly and you can stand further away from a heat source to replenish it.
The first item you will need, aside from food, is a wood pickaxe. Get 15 wood by hitting trees and make one. Equip it. Hitting trees now provide 2 wood per hit instead of one, and the pickaxe can also be used to mine stone. In some places, two resources will stand almost next to eachother. You can position yourself so that you hit two resources at once and get stuff twice as fast.
It is a good idea to get enough food (5-10) to last a while so you have time to get wood and stone. Once you have 5 stone and 30 wood, you can make a basic fire. Now you have protection from cold and starvation. You can use other peoples fires and take food from the same bush as them, but they may fight you.
Wolves and spiders may attack you (unless you are wearing an "explorers hat"). Spiders can even cast a web and make you unable to move. If you are attacked, run and try to shake off monsters by running around objects. Or you can attack while running.
Once you have the basic needs covered, you can make seeds to plant extra bushes or get more stone and wood to make weapons and tools. Better pickaxes allow you to mine resources faster and get more advanced resources like gold and diamond. Swords and spears can be used to make people go away to keep your food for yourself or to make hunting easier. Or just to kill for fun. Armor will reduce the damage you take from wolves, spiders and players. With clothes on, your cold bar will decrease slower. Make items to fight other players, hunt, or build a base alone or with friends. To climb the highscore ladder, kill the other players and get 1/3 of their score, or mine resources, craft, hunt and survive in general.
If you want to go to the Snow you'll need 150 Berries or 30/40 Meat then start getting the Diamonds after you have crafted a Diamond Pickaxe start caging the dragons and get the