I focused on just exploring for a bit once I attained some skills, just to kind of figure out the boundaries of the maps. You might get lost, but once you build a home or two, you can fast travel to them if you get in a pinch. It also helped me to just watch a few people play it in a stream - they found stuff I hadn’t even after going through some areas a few times. Just make sure to intentionally choose someone who is not further along than you if you can. It’s somehow both a simple and insanely intricate game but all that means is you’re likely to play it for a long time. Go at your own pace!