Ah right, I forgot about the bone piles: just smash them with an axe or club! The fire arrows are great against Greys (and even skeletons), but not neccessarily all other enemies or structures.

Upgrade your club! It's worth it. It's your best & only attack and defense weapon early on. Also, your best early loadout against skeletons is the club + wooden shield. Learn to parry-stagger and then easily one/two-punch them.

Upgrade your club + shield as soon as you can. (For that, upgrade your workbench as soon as you can.) Same goes for your leather/troll armor. For this, you'll want a lot of bones early. That's why one reply suggested farming the evil stone pile, and why it's important to being able to quickly melee-kill them.