Surviving in rust can be very difficult. My personal experiences tell me to go for a high ground and gather as much stone as possible along the way (as wood is everywhere). If you happen to find an animal (especially an easy kill), it is also important to get it (as cloth is a very rare resource).
After you have a stone hatchet and some cloth, build a sleeping bag and some containers to store materials in. Build a fire and put some meat in it to give you an hp edge over the naked idiots that are running around. Build a wooden spear for an added bonus.
Now focus on building something basic around your sleeping bag to prevent people from destroying it.
This would be my most basic advice. What advice does the community currently have to offer? Because yes, surviving is tough.