Make a double chest, a stone pick, and a stone sword. Look for sheep and make a bed, then sleep out the night.
This would be the most sensible choice. Safe and secure, a good way to prepare for the next day.
Instead you decide to follow Altered's suggestion.

...until you see a skeleton in the distance and bail out.

You do however dare to walk a short distance and collect some wool from a sheep.

You work a little on your home, and plant some torches and make a door.

...As well as a double-chest where you put some of your items

It is now morning! What shall you do on your second day in Pentius.