Get an axe and a club, then gather flint and hunt boars and deer until you have a spear and bow. You can make leather armor at this point, but it's not particularly necessary (might be helpful if combat's feeling rough). A shield is also an option at this point. You can and should upgrade your workbench as much as possible after you get your gear. You need deer trophies to progress further, and your spear and bow will be your weapons of choice for the first boss.