Now the first thing you should probably make is an axe so you can get more wood. Then make a pickaxe and go mine some stone to get cobblestone. After you have gotten about 62-64 cobblestone, then you should go about making some stone tools and a furnace. If you run accross some coal while digging for cobblestone feel free to
collect some of that too. Now if it’s not night yet then you should really get started on your first shelter. You don't need to worry about creating a big mansion or anything, just a small shack will do for the first night. You can style it up a bit but don't be too extreme. Here's one example.
If you have time after bulding your shack try to find sheep and collect three pieces of wool by killing the sheep. (Or if you found iron while mining just smelt some in a furnace and make shears.) Then make a bed and you can sleep in it to skip the night. If you don't want to sleep then you can make more tools or even go out monster hunting if you wish.
Once you survive the first night in Minecraft all you have to do now is explore the rest of the world and make it your own.
If you don't know all of the recipies in the game here's a site that I found helpful. Minecraft Crafting Recipies
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