What should I do first?

First, pick up fallen branches and pebbles to gather wood and stone.
You can also collect wood and stone by punching big trees and rocks with your bare hands.
Build a workbench and craft an axe and a pickaxe to gather resources more efficiently.

Once you've gathered enough materials, choose a location for your base, and build a |Palbox|.
Once you place a |Palbox|, that area becomes your base.

As your level increases, make weapons and a |Pal Sphere|, then start capturing wild Pals by weakening them first.

Pals can be combat allies if taken with you, or provide labor if placed in your base.

Nighttime can be dangerous. Prepare for your first night by making a |campfire|, a |torch|, and a |bed|.