If you start with the default package (one team member, minimal wealth), you'll probably have to spend a lot of time mining or doing otherwise menial tasks before you have enough cash to start a settlement. If you want to get right into the base-building, there's no shame in picking the base starter package (six team members, pack beast, enough supplies for some basic buildings).

When picking a base site, look for intersections between two biomes. This doubles your crop options once you start farming.

Build and expand walls early on. Wildlife and bandit attacks are incessant, but they generally ignore walls. You can lock your team inside buildings in an emergency, which tends to dissuade attackers.

Don't be afraid to save scum. The world is DANGEROUS at first, and it's not unreasonable to give yourself a second chance if you get steamrolled by a random encounter you couldn't have known to prepare for.

Once you build a cash reserve, visit each town to get more crafting plans. There are also many unique NPC's looking to join up, who start with bonuses to certain skills and stats.

Build a kill-box lined with mounted guns around the main entrance to your base.

Learn the basics of combat via training dummies and assisting town guards while they repel bandit attacks. Stay near guards until you've toughened up a bit.

Once your base is established, imprison enemy units and keep them healed and fed. They make for great sparring partners for your advanced team members.

Beep!