This guide is for the new adventurer in Minecraft, it will assume you are playing on Hard Survival mode and you know how to start playing the game. When you first log in to your world there is one thing that matters, wood. Go punch as many trees as you can to start collecting a stack.
When you have enough you can begin crafting the basics: Wood Planks, a Crafting Table and a Pick Ax. You'll only want a pick ax for now though tool wise. Find some stone next and mine it.
With the stone you can now craft stone tools instead of wood which you won't want anymore. You can also make a furnace and start making charcoal inside of it to prepare for your first night in Minecraft. If you get lucky and run into some actual coal to mine when you are getting stone you can skip this but it's a good thing to know if you ever need some light and run out. To make charcoal you use a combination of wood/wood planks in a furnace. With that charcoal you can make torches with sticks which are also made with wood planks. Torhces keep monsters from spawning at night time.
After that, all you need is a renewable source of food and you are all set, check these pages out [links to food farms] if you need some starting points. There is usually a village somewhere close for you to hang out around that will have a couple small farms already going. Taking that food and making sure you replant will be enough when you are getting established. Playing around in the crafting menus is the best way to get into the game.
At this point you should be collecting, building, and learning pretty fast while staying safe at night. Next you'll want to start setting up farms for automatic resource renewal and mine shafts for Diamonds. Some people mine for Emeralds but the easiest way to get Emeralds is trading with Villagers.