Bronze gear is my fav, looks sexy But seriously... When you will dig copper, put a few campfires around, so enemies should stay away*, dig deep because it's more of it underground, not only one 'stone' on top. Don't waste bronze for pickaxe, first one is enough good even for early swamps and you can repair it on workbench (you don't need more than one because isn't that many slots in your pocket to keep them with you). In my opinion first thing you should craft is bronze axe (you can use it as weapon and for cutting trees), then build upgrades for your workplace and kitchen. When you see greydwarf spawn point, stay away or just jump there, destroy it quick, then run away and kill greydwarfs from far using a bow. If you stay close to it too long, you will have whole army around you. Of course collect blueberries, they are tasty (mark on map spots where you found at least few, you can back there after few days and collect more in a short time) and white flowers, and thistle (for later).
Eat well and rest, have fun and enjoy your adventure!

* In general campfire can be your best 'weapon' at the beginning in Black Forest (when you put it under feet your enemies and weather is good). For sure you will need blue gear set, so find troll cave, jump into it with hammer and build as many campfires you can between you and troll, dodge to avoid attacks or/and use shield. Try to keep troll away from you and use bow with fire arrows (upgrade bow as much as you can, better bow = better life).