I can't remember my first encounter with a creeper and how I learned that they explode, but the earliest memory of one that I can recall is the time I exited my wooden shack one morning and there was one right there, and it blew the side off my house. That's when I decided to upgrade to cobblestone.
And I was lucky because I spawned on a peninsula so I never got lost, I could always just follow the water back to my house. I remember that on my second day I was desperate for coal so I made the dangerous trek to that valley that's a minute away from my home to look for some in the cliff-face. It seemed like such a huge deal at the time, but now my fortress walls almost extend into that valley and the cliff-face where I got that coal has been replaced with some nice grass. It's amazing how powerless I felt back then and how powerful I feel now. And how super-powerful I'll feel once I have torches all over my landmass and I can walk freely at night from one end to the other without fear of harassment.
That may take some time, though.