Is it actually crashing, or is it just "not responding"? The initial loading of a new world takes an exceedingly long time, and rather than displaying a loading screen, the game just shows a black screen while that happens.

If it's not actually crashing to desktop, try giving it a few minutes (yes, really) to perform the procedural generation.

If it is crashing to desktop, then the first step is to compare your system specifications to the requirements for the game. What is your OS, CPU, RAM, and GPU?

Next, check your temperatures and voltages, to make sure they're stable and within acceptable parameters.

Reboot, verify your game files through the Steam interface, and try again.

If you're running any mods, remove them.