Natural caves are monster spawning areas regardless of the time of day, so don't take cover in them right off.
On day one, make a knife, collect reeds and expand your inventory asap.
Look around the map and look for existing ruins or for a place that looks inviting. Dig into the sides of mountains and shore up with dirt blocks or make a shovel and make a quick and secure abode that you can work in during the night, and expand this home as you can.
Alternatively, if you don't like creepers in your world; there is a mod that removes them from the world.
I like the mechanic, as I come from a minecraft/7 days to die background; but I set the world config to 5 days before they show up because I'm a CHRONIC world deleter if I can't find a cool location before day 1 is over.