INSTRUCTIONAL: This is based on my own experience. I haven't tried out many characters.
1: Starting out[]
So, you spawn at the very beginning of the day surrounded by trees and not a lot else. First, look for the basic resources. Scoop up twigs, grass, and flint. If you're starting in autumn, one torch will get you through the night. DO NOT attempt to make a campfire. By the time you need heat, you should be able to make a fire pit. Pick a direction and go that way until you find the coast, then follow that instead. Until you get full stacks of grass and twigs, pick up all you see. If you're playing as Wendy, don't craft any more torches - Abigail will do for now. However, anyone else should carry at least one torch (preferably two, but inventory space is a consideration). Even Willow - her lighter is much more expensive to replace than a torch.
2: Where to make a base[]
As you explore, mine boulders until have enough to make a fire pit. Pick every berry you see, but leave the carrots. You might need them later, or someone else might. Chop down a few trees, too - enough to prototype that fire pit and have some pinecones or birchnuts, whichever you prefer, to plant at your future base. When you come across a cave - which may not be for several days - find a good spot fairly nearby, but not close enough that the Batilisks will attack you. They'll provide some monster meat and batilisk wings when you have to hole up for winter. Hopefully there's also at least one rabbit hole nearby. The natural resources don't matter much, though. Boulders aren't renewable, and you can transplant grass tufts, saplings, and your preferred breed of tree.
3: Setup[]
Plant a tree farm here and place down a fire pit. Build a science machine if you can, and gather the materials if you can't. If you're playing as Wormwood, plant 5-10 seeds. If you're not Wigfrid, try to get a Garden Digamajig. Also make a shovel. If you're near a rabbit hole, make a trap and try to get some rabbit earmuffs. Don't bother baiting the trap, just place it really close to the hole. Collect materials for a thermal stone and at least one drying rack.
4: Winter[]
When it's snowed for the first time, you're going to want to keep the fire going all the time. If you need to go away from the camp, stoke the fire up to the maximum heat before leaving. That time it takes to light the fire again could be the difference between life and death. I'm not even exaggerating. Go and fight those Batilisks every afternoon and dry the monster meat you get. It's for emergencies only, though. You'll probably have some veggies from farming, you might have an occasional morsel, you'll have batilisk wings - you'll probably be fine for a while. Keep chopping trees from the tree farm, and try not to starve!
Also:[]
Please notify me of any character-specific information you feel should be added or of any typos you find. I might make another guide for summer strategies, but probably not for a while. Thanks for reading!