So far my biggest difficulty in surviving Minecraft is finding coal. The first demo game ever, when I knew nothing, I found coal. Now I've played about 12 other worlds, and haven't found coal once. It's so frustrating because without coal, you can't make a torch and spend every night alone in the dark. I also need to find iron to turn into iron ore.
Most of the basic tools I learned how to make by accident or with the faqs or with Youtube tutorials. I lose everything each time I die though. It's brutal.
So here are some tips:
Learn to make a pick axe. Otherwise if you break cobblestone, it just crumbles and you won't get any blocks of cobblestone to use for better tools.
Make a sword. Then you can kill spiders and get string to make a fishing rod or a bow.
You can kill spiders with things like a hoe or a stick, but most likely they will kill you first.
Pick up things you no longer need, like ladders. That way you can reuse them in your next hide out.
If you think you are about to get killed, dump whatever you can out of your inventory. That way when you respawn you might find it again and pick it up. If you die, your inventory gets deleted.
Good luck. Let me know how it goes in the comments.