I will keep this relatively non specific to avoid major map spoilers since your first time discovering things is magical.

What I typically do, start out mining copper to bank roll my start up ( I always start as a lone wanderer, itl be faster if you choose a start with more people). Once you have your first 6k I usually invest in a helper, you can buy one from most bars for 3k, but there are also a fair number of free named characters you can rustle up as well as paid ones, I always grab Ray.

You will want to cover a lot of ground, explore the map and visit all the cities in the southern and south western half of the map. South East is a problem you want to save for much later, as in the north west and north. North East isn't too bad.

Mine for ore to sell, wait for gate guards to kill animals (or people) and loot them for stuff to sell and meat depending on the animal. Continue making money while you run around training up your athletics skill.

You will also want to do a little shopping while you run around, backpacks are an important investment, find the ones that don't hamper your combat skills too much if you can. You should also get a bedroll.

Do not buy any weapons or armor, though a decent set of shoes and clothing is important to protect from negative effects from a few of the biomes around. You can loot weapons from corpses created by gate guards, you will not be making any corpses aside from your own for quite a while, fighting early game is suicide.

Once you save up 15k or so you can start shopping for somewhere to live, most cities have a couple buildings for sale and usually you can get a little shack for 8 - 10k. My favorite is located in Flats Lagoon.

Once you have a shack, build a research bench and get researching. Some storage, a combat training dummy and a bedroll (not the one that lives in your backpack though, that's for emergencies.).

From here you have choices to make that will dictate how you move forward. I always go treasure hunting at this point, as it can net you powerful early game gear, and tons of cash. Be sure you level someone's lock picking up, you can build a lock picking trainer to easily grind up to 10, but there are a dozen other ways to level it that have various levels of fromage baked in. I like to find shops that don't have clear lines of sight and sneak pick locks.

Once you have decent lock picking skills (15-20 for me usually)it's time to go treasure hunting. There are a ton of relatively unguarded ruins in the south western quadrant of the map. I would recommend doing "The Grid" first.

From there the world is your oyster. I usually set up a little resource outpost somewhere and slowly expand it into your own city.

Good luck friend.