First, find the closest tree, and punch it down. Get at least 16 wooden logs. Then, you convert all your wood to wooden planks, craft tools, build a shelter. Your first house doesn't have to be pretty -- you don't have time (unless you play on peaceful)!
For tutorials, go to Minecraft Wiki. That's what I did when I started minecraft.
Get a tutorial at minecraft.net. People post videos there.
I tend to create a "camp" more than a house. My goal is to get underground, get a good amount of iron, redstone, and maybe diamonds in order to make a map and fill it out. From that point, I determine where my base will be based on what I'm feeling at the time.
I normally get some dirt/sand and make a 10-high pillar to look for places with trees/caves/villages and so on. I then destroy the tower and:
-Punch trees, get at least 16 logs.
-Make a crafting table, make pickaxe.
-Go mining, upgrade pickaxe to stone, make stone shovel/sword.
-Resume mining, find some coal, make some torches.
-Climb a tree, make a dirt wall, place some torches, and wait out the night.
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The pen is mightier than the sword. I keep the sword for the day I run out of ink.
1. Check your surroundings about how awesome it is.
2. Judge, do you want to live? Yes? Go to 3. No? Start all over with a new world.
3. Get some wood and run around mad trying to find some sheep. Try avoid running in circles.
4. Get a wooden pickaxe.
5. Make a shelter/cave in a nearby mountain and sleep through the night.
6. Next morning.... hunting for breakfast! (Unless you're not on hard, then letting your health go way down and do some docile farming is also a possibility, would there be no cows, chickens nor pigs around.
1000. Go back to 1.
1. I chop down trees, until I snap out of the fun and realize I have more than what I need.
2. Turn all the wood to wooden planks, and realize, I made 2 stacks of them.
3. Turn a few of them into sticks.
4. Find some animals. -Cow) For the steak. Pig) For the porkchop. Chicken) For the meat. Sheep) For the wool.
5. Make a workbench and craft a pickaxe, and start looking for coal.
6a. If I fail to find any coal, go find a shelter when it's dusk and sleep through the night in darkness.
6b. If I succeed to find coal, well, that's that.
7. Mine more, build my first house, craft more stuff, get achievements, etc.