losing everything is not as bad as it sounds, I always made two sets of everything for the occasion. But some tips for future exploration:
-Sail naked with food and the stuff to make a portal to connect to an unconnected portal at your base. If you die at sea your just out the boat. (maybe a pick for harvesting barnacles..)
-Never open doors in dungeons first, use a greathammer to knock... then if you find enemies are on the other side knock some more.
-If you get into a ♥♥♥♥♥♥ situation just run, its better to have your stuff away from mob spawns, you might even get away.
-Use double ring mining in the mountains, you can jump but monsters can't.make two concentric pits around your mining spot and most things will fall in the outer ring if it gets pushed in.
-If you have to corpse run make sure your eating great food for better stamina and health. I have general walking around or hunting near my base food, good food for sailing, and great food for corpse runs and boss fights. (often boss fights are also corpse runs.
-Don't feel you need to take on bosses in frontal combat. The hoe and pick are your friend, it might seem a bit dodgy to use a greathammer through an earthen wall to kill a boss but it has more tools than you so use more of your tools. Your weapons are not your only tools in a boss fight. They are designed to be multiplayer bosses with spawn points nearby.