Rust is a very hostile PvP game so if someone sees you on a PvP server, they will try to kill you 99.9% of the time. Be careful and stay prepared at all times.
Before worrying about dying or collectin things, first get comfortable and build in an area that you're familiar with. Make sure to avoid anywhere that is crowded.
Build in a location isn't easy for others to find. The harder it will be for someone to stumble across your base, the less likely it is that someone will do so and steal your resources.
Start with planks to serve as a foundation by finding some pigs to provide cloth and food. You can then build a shelter with two walls and two doors, allowing for an alternate exit if someone attacks. You want a very compact space, and you can stack a fireplace on top of your box to conserve room.
Hide out on the first night while avoiding anything to call attention to yourself since you're still weak. Hopefully, you can make something to keep yourself warm during the chill, so that your food consumption rate drops.
Upgrade as soon as possible. On day two, there's a good chance you can upgrade your building with metal doors provided you were able to gather enough metal.
Consider your layout carefully so that you can expand your shelter. What started as a 1x1 can grow to a 3x3 and even a 5x5, but you need to consider your layout carefully. You should place your most precious stuff in the center, and make that room difficult by placing as many metal doors as possible between it and your building's entrance (to give any invaders more fits).