Most things are unlocked from picking up certain items. e.g. picking up wood and stone/flint, will allow you to build a stone or flint axe.
The progression is also gated by bosses. So, for example if you wish to mine stone or copper (copper is found in the Dark Forest biome) you need to kill the first boss (Eikthyr) and craft a pick using the antlers that drop.
There are some great Youtube channels that can help guide you through your first steps in Valheim, so I would encourage you to have a look there :>