Ok. I'll tell you everything up to your first boss.
(First of all, play the tutorial so you know the basics)
If you haven't made your world yet DEFINITELY choose corruption as your world evil. It lets you get powerful armor pre boss but that'll be later.
The first thing you want to do is chop down some trees, build a few npc houses (which the tutorial would've told you how to do) then go mining. Grab everything you can fit in your inventory.
When your inventory is full go back to the surface and make a storage area, hopefully you have some chests by that point. If not then craft some.
Keep going mining until you have full platinum or gold armor, each world has different ores so you'll either have one or the other. After you get strong enough you'll get a message saying "you feel an evil presence watching you" which means your first boss is about to appear.