I'll help you by giving a few suggestions. I hope others contribute as well. Also, I will answer any questions that I can if you post them here in this thread or PM me. I'm sure there are others who would be happy to do the same.
Stray chestnut, smooth stone, flint(for Rock Maracas and Tastes of the New World), devil's wort are the most important items at the start. You will especially want to find flint right away so that you can make an axe. The axe will allow you to chop blocks from wood piles or logs. At the very start this is useful so that you can split the blocks and make wood chips to study. The goal at this point is to gain the
HIKING skill so that you can build your own lean-to and/or repair a decaying lean-to.
It goes like this: Survival Skills -> Foraging -> Lore of The Lumberwoods -> Hiking
All of those skills and the required gain in Frontiers & Wilderness proficiency can be gained using the foragables mentioned above. Once you have Hiking you can build your own lean-to.
Foods like berries on a straw (or just blackberries), oakworth, wild garlic, lavender blewits, sugar caps and even unboiled waxing toadstools will be useful to restore Black Bile that is required to study. All those foods, except waxing toadstools will be useful in raising humors. I suggest that you gather several of these items and then examine their gluttony values before starting gluttony. You can examine their effect in your humor bars by mousing over the item after starting gluttony. As long as you don't actually click on a food to "glutton" you can cancel the gluttony session by right clicking anywhere on the screen. It may take you some time and error to get comfortable with gluttony. Until you are comfortable, be sure you have a least several foods in your inventory to ensure that you can at least get 1 or 2 points and a short fed and full up timer. After a while you'll get the hang of it and later you will have access to a lot more foods.
To start earning silver you will have to collect dried rattler skin from hollow stumps. Once you manage to increase your Blood and Yellow bile a bit (10-ish) and learn self-defense and small game hunting, you can make a slingshot and start hunting rabbits to make dried hides (you can sell for 4s in Boston/Providence), and crickets to make a Cricket Team (you can sell for 40s in Boston/Providence). You will want to use Hot Bar keys to hunt, in my opinion. I like to set up PUNCH on F1 and SHOOT on F4, for example. I also put GUARD on F5. Those are the basic combat moves you will get after you learn Self-Defense (Shoot requires Small Game Hunting).
Edit to add: John Carver mentioned Indian feathers and Arrowheads to make Savage Charms. To make these you need Indian Tracking skill. It is easy to learn, and it is likely you will learn that skill before you are a capable hunter. However, Indian feathers are not very common, so it will take a lot more exploration to find them.