A good first session leaves defensive resources available after every damage window.
Start in Lost Caverns
Do not rush into a full build. Use the first area to practice Basic Attacks, Stamina, Dodge, Block, Parry and the third-hit Final Attack chain.
Make Earlwood useful
Speak to every NPC, inspect shops, check Deeds and identify which crafting stations are available before selling materials. Food, potions, buildings and Spellbooks can all compete for the same resources.
Prepare for Wildwood
Before moving on, carry a clear equipment direction, recovery items, at least one ranged option and an area-of-effect answer for groups. Wildwood is where status and elemental decisions become more important.
Treat Goblin Caves as a live page
Goblin Caves is confirmed for Early Access, but its boss, map, drops and quest routes were not reliable in the pre-EA source set. The right answer is a verification note, not an invented walkthrough.