Originally posted by Fzanco:

I see a lot of talk about getting your old gear to go get your stuff from where you died. I have never done this.

Once you get too excited with the gameplay, you might get too carried away, and end up dying somewhere deep inside a biome, or near a boss.
Not getting at least some gear(especially when you're one of those players who cannot get themselves to cook food that is better than 2 berries and a roasted meat) will likely result in dying repeatedly, because your health is NOT enough to take even a single hit from poison attacks, or from Deathsquitos.

I think, eating Lox Pie, Serpent Stew and a Blood Sausage is more than enough to take any kind of damage when running for items bare naked, but not all players can afford that much extra resources, so it is always a good idea to set up with some gear to reduce incoming damage.