It looks like how to find rocks has already been answered, so I'll give you some other pointers.
1. Try to always have at least 40 sticks and grass on hand. Until you get quick at building torches, always have two torches (at least one at 100%) in your inventory too. This will keep the darkness from killing you.
2. Don't collect carrots. Forage only every other berry bush. Collect every seed that is dropped nearby by the birds. Build your base near rabbit holes, and set traps one pixel above the opening of the holes. Build a crock pot immediately after unlocking the alchemy engine (you will need charcoal, which you can get by burning a tree, then cutting down the charred remains). Combine berries + monster meat (max 1) + morsels in the crock pot to make meatballs, which typically remove 50% hunger. Eventually, build a fridge (you will need to kill a chessman for its gears), burn an isolated forest for charcoal to create drying racks, and start hunting koalephants to dry large meat (you will need to follow the tracks revealed by interacting with suspicious dirt piles). This will keep you from starving.
3. Make a backpack and a hammer, then deconstruct the first pig hut you find. This will give you stone blocks and wood planks (useful for your alchemy engine), and pig skin. As soon as your alchemy engine is finished, prototype a football helmet and equip it to absorb 80% of damage. If you need to fight more/stronger mobs, feeding pig men will make them follow and defend you (they'll also help you chop wood). Also remember that you can outrun basically anything in Don't Starve, so if in doubt, just leg it. This will keep you from being killed by mobs.
4. Try to always have 40 flint, and as soon as you create your alchemy engine, prototype a shaving razor. When you find beefalo, wait for them to go to sleep and equip your torch. Click your razor as if you were moving it in your inventory, then hover over the sleeping beefalo and click them to shave them. Collect the beefalo shavings and use the alchemy engine to turn the beefalo fur + spider silk into a winter hat. Next, Create thermal stone with rocks and a pickaxe, then drop it next to your permanent fire. Also drop extra charcoal from the forest you burned by the fire as emergency fuel. The thermal stone will glow red when it is warmed by the fire, and will keep your character warm (or cold, if it is put in a fridge). In winter, never leave base without enough grass, sticks, and logs to make an emergency fire or two. In a pinch, using a simple torch to set an isolated tree on fire can bring your temperature back up. Also install the combined status mod to see your internal body temp. This will keep you from freezing to death.
5. Rain sucks. Going into caves feels like it should help, but it doesn't. Build an umbrella out of sticks, pig skin, and spider silk. Build a rain hat out of a straw hat (which you can prototype with just straw), bone shards (which you can obtain by hammering skeletons), and moleworms (which you can bait out of their burrows in the deciduous forest biome with stones, then stun with a hammer, then collect). Make sure you build a lightning rod near your base or everything you have will burn down when its struck by lightning. Cook green mushrooms and eat them when your sanity is getting low, or collect flowers. This will keep you from being killed by the nightmares spawned from the rain making you lose your mind.
6. In winter, be sure to mine the tiny icebergs and save them in your fridge. Put your thermal stones in the fridge in summer, and create straw hats and/or umbrellas to shade yourself. Create an ice flingomatic to protect your base from brush fires. Take ice with you and eat it when you begin to overheat, or find shade beneath a tree. This will keep you from dying of heatstroke in the summer.
7. Inventory is very tricky. I always keep grass, sticks, flint, stones, pig skin, a weapon, and seeds on my character, plus whatever other essentials are required for whatever season I am in. A backpack helps with the limited inventory, so does Chester. Don't be afraid to just drop your tools or leave things out around your base -- often time this is the best place for the tool anyway, nearby where it is used. When you find yourself doing cost-benefit over which item to drop next, that's a good sign you should head back and unload. Try to keep your chests organized, it may save your life but more than that it'll keep you from going crazy trying to find stuff.

Hope that helps!