Mereni was spot on with the advice she gave; I just want to emphasize the fact of waiting to settle. The longer you wander, exploring and gaining skills and humours, the stronger and wiser you will be in the long run. There are 5 tips that I would recommend to any player first starting out, on top of what Mereni said.
First is to alt vault any valuables you have. Alt vaulting is making a new character that stays in Boston and just holds valuables, this is only safe way to store items.
Second, for your less valuable items that still need some protection from random people who stumble upon your camp, put your items into a container such as a wicker basket or crate, or even a hollow log and put that container into your leanto. Just lift the container and right click on your leanto and you will see a potato sack looking thing in it, that is your container, your leanto holds 2 containers. People can still steal things out of your leanto, but they will leave scents to do so, which will deter most people.
Third, all buildings decay that are not on a personal claim, including your leanto, so if you see any object turning reddish color try repairing it. If you travel to Boston and your leanto decays its final tick and disappears, you are effectively a Boston refugee.
Fourth, I recommend when you fill up a pilgrim's purse or snakeskin purse (both are cost effective) to alt vault that purse instead of buying a bigger and more expensive purse. Even if your main gets murdered, you won't be flat broke. Alts are free, but the fancy purses aren't cheap lol.
Fifth, Depending on how much time you have to play, I would start a second character that you level up alongside your main (or more even if you choose too).
You can get them both the basic skills and get their humours up, while later you can choose to specialize them. This is essentially following the Salem Proverb: "Don't put all your turkey eggs in one basket"
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. Even if you lose your main, you don't have to start from scratch. Treat your characters like tools in a toolbox, they are the most valuable tools you have, but they can still get lost or broken.
I hope this helps you out some or helps out some other new players.