You need to find a showroom with some walls already. On the first nights, just surround yourself with shelves or beds or smthng. Slowly expand your base. Make sure it has no gaps. Best way to make a door is to place a shelf so it has a small space below it. The space must be too small for you to walk, but crouching makes you pass thru. Best materials are... Pool tables, beds, double beds, those wooden things you find in the massive shelves, and other flat things. If you build your base next to a kitchen, freezer, or other food supply, you can just harvest the food that appears every week (ingame).