Nothing wrong with the game. Just a lack of preparation and knowledge on how the mechanics work.
When you move to a new location make a small forward operating base, much like the armed forces would do. This is your new respawn point. Before moving away from it look to make a portal, crafting benches and chests to stock up on food and potions. Also may want to keep some backup gear in the FOB.

If your base is near the Swamps make sure you have poison resist potions.
Mountains make sure you have frost resist clothing spare or potions.
So on and so on.

If you try to rush the game will punish you hard for your lack of preparing.