This was the second world that I played and the first day we (we're a group of 3 IRL friends) were like "Uh, let's find a cave, preferably close to, but not too close to water, because, uh, mining is good".
I kept a little diary chronicling the first days of World 6.
Day 1

"Russian caviar on my plate, things are going well"
Day 2

"Cornerpost placed, some Aurochsen slain, too much leather coming in, some miscellaneous plants planted in random places.
Still going swell."
Day 3

"Killed mouflon, 2 bears, 1 boar, found two peculiar flotsams, finished the palisade. A villager got killed by a guy from NNN who had a sword. Griefers are fearless as they face no consequences."

"Some dead animals"
Day 4

"Killed a fox and a boar, our second house is finished. We've built 2 cornerposts to protect our cave entrance, it will have set tomorrow. Just got a bear cape and a bear tooth talisman, it will help me get enough strength for mining, I haven't had time to play that much today because of roleplaying."
Day 5

"Started mining"
Day 6

"Killed a bunch of animals, among them 7 deer. Kept mining, prospected some, I now know where there's iron."
Anyway, share your strategies for the first day. Next world I'll probably look for high quality acre clay spots since they're easy to protect, and if I need to mind I could just build a minehole.