Following the starter "quests" will put you on the right path, but there's a ton it doesn't really expose to new players. My recommendation is to start at a lower difficulty level to get your feet wet. Don't feel the need to fight zombies, especially in the early game. It's best to simply bypass them, unless, of course, you're in a situation wherein you're forced to fight. Once you have a bow + arrows and a melee weapon engaging zeds becomes more feasible.

After arming yourself, next order of business is to find someplace to spend the night -- as the zombies are considerably more dangerous at nightfall. I recommend pre-existing structures initially. Once you wrap your head around the crafting / building system, you can start building your own structures (if desired) or reinforcing existing structures (if desired).

At the beginning, I'd place an emphasis on obtaining stones, feathers and wood (for bow + arrows, melee weapon). Grass is also nice for getting your first suit of armor / clothing.

The real stumbling block is simply learning which crafted items are dependent on which resources.... and where those resources can be obtained. This will come with experience. I also recommend watching 7DTD "let's play" videos on YouTube. They helped me a lot in the beginning.