The first few dozen deer I kill, I just use a Flint Knife. Easy to craft. Learn how to sneak properly; approach them from behind (sneak doesn't make you invisible). Pause to recover your stamina when it's low.

That being said, single-player can and will be harsh. Your exploratory voyages will often have to be cut short since you can't share inventory space with your buddies. All mobs will be focusing on you, so on and so forth, and it's just plain more fun to game with friends.

Maybe you could check out the "Looking for group" forum and join someone's game until you get a hang for how things work.