The world of Minecraft is a giant sandbox world and can be a scary place when you've just jumped in and don't know what to do. You've got only a few minutes of daylight before the enemy Mobs come out to kill. What you do in the first five minutes of gameplay will determine whether you live or die.
If you are new to Minecraft start with the Beginner's Guide which will walk you through creating the basic neccesities for exploring your new world. Once you are comfortable with the basics move ahead to the crafting guide or add your own recipes.