One of the first things you should do in 7 Days to Die is set up a Base Camp. A Base Camp is more or less the primary part of your base - a place to cook, forge and set a re-spawn marker. It is the heart of all bases until you are able to further expand your base. As compared to Outposts, Base Camps are more or less the beginning of your base (whether it be short-lived or not), instead of places to stop by to rest and restock.
Gather some Cloth Fragment, Wood Logs, Scrap Iron, Food, and a Weapon plus some Ammunition (if it needs some.) Things like An Old Bed, Sleeping Bags, Rebar frames and Cobblestone Rocks are also very useful.
While scavenging keep your eyes open for a spot on higher ground where Zombies won't get up easily. If you find somewhere appropriate, don't move too far away from this spot and when the sun sets, around 19:00-20:00, get back there as fast as possible. This place will be the foundation of your base camp. If you can't find such a place, it is still okay to build, but there could be a higher chance of encountering attacking Zombies.
Now it's time for setting up the Base Camp. If you didn't find all the above mentioned items you will need to craft them. Essential items include one Sleeping Bag and some Torches or a Camp Fire. placing a Sleeping Bag will set your spawn location, place the Torches or Camp Fire close by but don't forget to light the Camp fire. If you have some Raw Meat you can craft a Camp fire and start cooking. Without a pot or a grill you can only make Charred Meat, but it should be enough to get you through the night. No utensils are required to cook Charred meat while a Cooking Grill will cook Grilled meat with, The latter having a lower smell range and strength. It is not a good idea to use the Cooking Pot to begin with as boiled meat will require water to cook, which can be a scarce resource in the early stages of the game.
As your inventory should be overloaded with items, some Storage Chests will help clear up the mess.
Now you're set for the rest of your first night. If you have enough time and Forged Iron left you may craft a Fireaxe, a Pickaxe, a Shovel and a Gardening Hoe. You may also prepare for the next day. Take some Bottled Water, Food and Ammo and get ready for the morning.
The earliest "safe" time to head out is 07:00-07:30. The sun will begin rising at 07:00, giving enough light to slow the zombies down. Be careful as some areas will still be dark enough to allow zombies to run.
On your map the camp will be displayed with a little tent so you won't lose track. Note that if your Sleeping Bag/Old Bed was destroyed, the re-spawn marker will disappear.