Punching wood

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Look around for a few things in particular, in order of priority: trees, visible stone (and especially coal ore), animals, and tall grass. As you move around, break any tall grass in your way, and collect any seeds that drop. For that matter, collect any loose item you see, as most of them will eventually be handy.

Your first priority is to find a small tree, bash through the leaves if needed, and punch (don't rapidly click on the block, hold left-click—or whatever you've set "attack" to—instead) the wood until each block drops as an item. Don't bother with huge trees at this point, but also don't be upset if you can't reach the top blocks of wood — you can always come back and collect them later. This first tree should give you at least 4 blocks of wood ("logs"). You'll punch more wood in a moment!
Wood is essential for things like pickaxes which can be used for mining cobblestone and later iron ore. You can also use it for multiple things for your home such as, doors, wood planks, fences, and fence gates. You can turn wood into sticks which can be used to make torches when crafted with coal, and/or charcoal.