First things first you need to collect some wood. Just cut down about a tree or two you don't what to waste much time. Once you have wood you need o craft a workbench (crafting table) and make a wooden picaxe and a shovel if you want to work faster. dig a little mineshaft and start looking for coal. Once you find some coal make torches with coal and sticks. But if you are unlucky go mine as much stone as possible. once you think you have enough go back up. Make a furnace then with cook some logs (power the furnace with wooden planks) while that cooks make a stone picaxe and a sword (if possible). By then it should almost be night time, instead of making a house use your mineshaft as a house and block off the entrance with dirt. make sure you brought your workbench (crafting table) with you make a stone pic and start mining for about ten minutes. then go back up should be day time. If you have a sword go out (but not too far) and search for sheep(if you cant find any by nightfall do the same as last night) if you find sheep kill them and take their wool go back to your little mineshaft home, when you get there make a bed and place it down if it is still daytime go and collect some wood start making a simple but small house with a door if night falls before you finish your house go back to your little mineshaft and sleep in your bed and finish your little home the next day. if you finished your home sleep in your house.

p.s the house on the picture is not the kind of house you would want build i was rushing