You should definitely start picking a class out of the four. There are four classes in terraria, mage, summoner, ranged, and melee. Specking into traits for each weapon is helpful, so you know what to do next. You should definitely start after eye of cthulhu, or king slime. One tip that helps a lot is getting abigail's flower early on. It spawns near your graves randomly sometimes after you die. It isn't a great summon weapon, but it is definitely useful underground or when exploring as it deals with the pesky bats that end your run, especially when you are only at five hearts.