If you already have a pickaxe, you don't need to go after the first boss, unless you just like the power that lets you run using less stamina. Runestone at the start will tell you where he is. Bring a shield and two stag heads.

You can go back to your other world and pick up any stuff you left behind. You'll need the kiln and smelter, a forge, a cauldron to cook advanced food, a cultivator and carrot seeds. (Seeds grow carrots, carrots grow more seeds, two-step process.) Your workbench should have two or three upgrades by now. You can break down the old stuff and get all the materials back with the middle mouse button while holding the hammer. Since you have your old character the recipes should still be there, so look through them to remember what is what. Troll skin makes good armor. Digging a steep ditch around your base is a good idea.

Second boss is the Elder. You'll find out where he is from runestones inside crypts or next to towers in the black forest.

Swamp is next. Look for the elusive yellow flower. Good luck!