To piggyback on jonnin's solid advice, ample preparation will absolutely help you not die, but if you DO die, don't stress on it. It happens, especially at first. Make your way back, pick yourself up, and figure out how to prevent it next time.

Also, don't be afraid to utilize the terrain to your advantage. Trees provide cover and large rocks can be jumped-on to keep monsters off of you since they can't always path up to you. If nothing else it gives you time to let your health and stamina come back so you can keep fighting. If things are looking iffy, don't hesitate to run away from a fight if you aren't ready to face it. The monsters won't hold it against you. :)

Lastly, don't feel like you need to build a massive base right off the bat. Try for functionality and defense at first. Once you've unlocked more building options later on and have some better gear you can worry about building something amazing.

Happy hunting!