I just bit the bullet and downloaded this, and oh gods, is it ever addictive!
My first night was spent huddling in hastily walled-off cave, but I was eventually able to construct a proper shelter. Here's my home base so far. It's... well, not impressive at all, but it keeps the scary monsters out at night.
I've got a mine not too far away behind my shelter, where I've found both iron and coal. I think I need to study crafting recipes so I can figure out what I want to do with it next.