Once you've found a tree, be sure to plant more, as you want to have an infinite source of wood. Immediately craft a wood pick, and then go for a stone pick/sword. Quickly build a wall surrounding your area to avoid monsters from attacking you if it is night and mobs are spawning. Attacking mobs with ranged attacks (like skeletons) is not recommended at this stage (except if you have a shield), as you cannot regenerate hearts.