If you want to successfully survive, you need to collect wood.
After you collect plenty of one type of wood (Personally, I like spruce) and turn them into planks. You'll have more this way.
If you still have some daylight, get a little more wood and kill some sheep. You need wood for a crafting table and the wood and at least three wool.(note: you must have a crafting table to make a bed) If you have a group working together, you should split up.
You also need a beam of some sort on top of your house(or a beacon).Don't build to high, though,or you will die if you come down.
Then, you will need to hunt. Get food, wood, and plants if you want to make a garden. The food will sustain you (and your group) for a day or two. With the wood, you can make tools and weapons. With this, you can mine stone and collect leather from cows.
With your leather, try to make leather armor. It isn't the best, but it isn't hard to acquire. Use your wooden pickaxe to collect stone in a nearby cave. The best thing to do is not go to deep so you won't get lost.
Torches
If you want to make torches, you need wood and coal or charcoal. To get coal, explore caves. The coal looks like stone with black specks in it. You must use a pickaxe to get it. Then, turn your wood to sticks and craft torches!
Beds
Whether you're alone or with a group you need beds. You need three wool and 3 wood per bed. If you want more wool, don't kill the sheep. Make shears. For this you need 2 iron ingot. Shear the sheep and you have about 3 wool.
