It'll depend on what job you have, but you'll be able to get wood for an axe...somehow.
So, if you were the king, you'd start without tools but you'd be able to control almost everyone to follow your demands.
If you were a Fisherman, you'd get a fishing rod, fishing outfit, and you'd probably start in an area with a lake and a boat.
If you were a farmer, you'd get a rake, etc etc.