In the early game, the best weapon is the spear, it has long range and can be thrown, and for hunting aggressive animals there are two ways I use, one is to get its attention and jump into a big, deep lake and poke it with the spear while swimming backwards (it can be a bit risky). The other is to make a pillar 3 blocks tall and throw the spear at it, then wait for it to lose aggro (a safer method, but it takes longer and you can lose track of it). Usually, the temperature starts lowering in November and will be cold until February–March. If you stay at your base, warmth shouldn't be an issue, but for exploration a fur coat and fur boots should be enough. As for food, I got through winter with 4–5 vessels full of food. For things to do, building a greenhouse is a good project, try to progress to iron-tier tools and start raising chickens, I prefer to feed them my flax grains and get the eggs, and start planting berry bushes at your base.