The first thing you will notice is the list of "tasks" that appear in the upper right corner of the screen. These are some of the tips that should be used to learn the basic mechanics of the game and to gain experience points.
At the very beginning, travel closer to the water source. At this point it is worth thinking about building a shelter for yourself. This is very important, because in order to continue the journey, it is advisable to develop higher character level by gathering better equipment and skills. Your "first home" will be a kind of starting point, so the first three elements of the "decoration" should be the bedding (this is a respawn point), the chest and the fireplace. At the bonfire you may cook the food needed to satisfy hunger and regenerate your hero, while in the chest you can store the spoils brought from the journey. Some of those items won't come in handy at the initial stages of the game. In the case of the first shelter, it is not worth over-equipping it with additional elements, as it wastes time and resources. Later, it is worth to move deep into the map and start building your fortress there.
You also have to remember that in a multiplayer game, your character loses all items and equipment when he/she dies. In order to recover lost objects you have to find your own corpse and search it. The place of your last death is marked on the map with the tombstone symbol.