Once you found shelter, you will be able to create a bed, which you will use to sleep through the night (if you choose to do so). Some people are adventurous at night and go out hunting special beasts you only encounter at night.

Right now, I would advise you to stay safe and stay put (if you still think in continuing this game).

Here are some survival tips for you in case you want to continue your quest in Valheim:
https://steamcommunity.com/app/892970/discussions/0/5144805327259514367/

And yes, if you don't like learning from your failures (and you will fail a lot in the beginning), this game might be not for you. Valheim will punish you hard (by temporarily losing all that you carry with you, including armor and weapons) when you die. You have to go to the place you died and pick you back up.

And having to fight whatever killed you the last time you died there.

There are tons of guides here on Steam and a Wiki at the Valheim website.

Welcome to Valheim.