Start by clicking single player and your ready to play!
Step 1: Shelter
Build a shelter.Unless you are playing on peaceful monsters will come out at night which is not a good thing with out any armor or at least a wood or stone sword. You will need to go tree farming for wood, sticks and apples. Apples are quite rare even though they are not very helpful by them selves, if combined with 8 gold nuggets they can be made into gold apples.
Gather stuff like wool because at night if you dont feel like spending the night in a cave, then you will need a bed. They are made with 3 of any kind of wool, and 3 blocks of wood any type will do. unfortuntly there is no way of changing the colour of yor bed. It will alwase be red.
Step 2: Ores
To make your minecraft life a LOT easier, ores can be very helpful in surviving, yes this means you will have to delve into deep dark mysterious dangerous caves filled with hostile mobs...but if you really dont want to do that you could just play on peaceful. the types of ores are: coal-cannot make anything with it but is needed to make most other ores useable. iron-Is the next level up from stone resulting in better tools and can be made into armor. there are others but you will need to find them yourself.