On the first day you start out with a sword, pickaxe, and axe. Select your axe by pressing 3 or clicking on it in the top left corner. Click and hold on a tree to chop it down. Press esc to open your inventory. At the bottom left of your screen you see a list of items, that is where you will craft. Click on the work bench to select it then click again to craft it. Select your workbench and click right above the ground to place it. Get close to the workbench and craft 40 wood walls, 1 chair, 1 table, and 2 doors. Select the wood and place a hallow house that is 6 blocks(high) by 10 blocks(wide). Select the walls and place them inside the house(place them beside the wood to start). On the left and right wood blocks break 3 blocks up and place your doors there. Then place your table and chair side by side in the house. Now you can make a torch with 1 gel and 1 wood(you can get gel by killing a slime). Place a torch in the house to create a light source. Now you can use that as your shelter and your guide can live there(the guide is an NPC that is supposed to help you but sometimes he isn't much help at all). Now you need to select you pickaxe and go mine 20 stone, have 3 torches, and I think 3 wood.
Use these to make a furnace. Place the furnace in your house. Go mine some copper ore. Go near the furnace and you can make a copper ingot with 3 ore. Make 5 iron ingots and make an anvil. Use the anvil to make armor and weapons.
Now it's probably night so get indoors to stay safe, or you can use your sword to kill the zombies. Zombies have a chance to drop a broken shackle. The shackle gives you 1 defence. If it's enchanted you were lucky.