Guide: Since your custom-created world in Minecraft is on a day-night cycle, the first thing you'll want to focus on is building some form of shelter. Why is this important? At night, various monsters come out, and they don't take kindly to strange visitors.
They also seem to have some sort of internal GPS navigation, since they tend to find you no matter where you are. To ensure that you get through your first day, you'll need to prevent the monsters from getting to you. This means learning how to create a makeshift shelter.