Be prepared for heartbreak, failure, and betrayal. Be ready for when your neighbor crashes into your home, shatters your cupboards, and threatens your life. Do not hide from these things -- not yet. They are necessary. If you hide from them, you will never meet the wonderful people that live around you and thrive. You will never learn how necessary it is to defend what you hold dear, to protect those who are precious to you. Revel in the searing pain as you witness them take the dried hides out of your tanning tubs before they were finished, only to dump them into the lake laughing.
There will be people who tear vicious words into your lawn. There will also be people who will help you grass away the obscenities and move on. Be ready to accept while learning how to be cautious at the same time. It's difficult to do and requires much practice, so get it while you're fresh and new -- when you can afford to lose everything.
Get Yeomanry as soon as you can though and build palisades around your land. Seal your cornerposts and make sure that your walls are claimed. Never open the gate for others or leave it open. Keep the key on a separate character, preferably on another account. This way you cannot lose it to thieves or death. The wiki is your best friend =)
http://ringofbrodgar.com/wiki/Haven_and_Hearth_WikiIf you need any more help with anything, the search function is wonderful. If that fails you, come visit the How Do I section.