Eventually, you will notice the world getting darker. This means It's about to turn night. Night is bad because It eliminates next to all of your vision and spawns much, more nasty creatures. To counter this, we'll start by building a shelter.
Begin with building a wooden base structure/floor.
Begin by building a simple, rectangular shaped box, leaving a 3x1 high gap.
You can measure what is 3x1 by simply having your character stand in the way. The player character is 3 blocks high and 2 blocks wide.
Once done building your rectangular box, look for a small, linear menu below your inventory. This is how you combine ingridients to craft other items in the game. Start by creating a "Workbench" for 10 wood.
When you click on the icon in the crafting menu, a "Workbench" will appear as you holding it. Simply click at the ground in your house and It will be placed inside.
By standing next to your workbench, more crafting reciptes will appear in your menu under the inventory granted you have enough ingridients for possible combinations.
With this new workbench, go ahead and create a couple of dozen wooden walls.
Now start throughly covering the insides of your house using the wooden walls. The game is essentially a 2.5d platform and these walls will help keep your home safe from spawning mods and other nasty threats.
Once done covering your box with walls, go back to the workbench and create a door. These are equally as important to keeping mobs out of your home.
Place it down in your previously created 3x1 spot and It should attach with ease. If it doesn't work, you either have differentiating blocks between the top and bottom or simply too much space.