I always make the banded shield first, since it will parry/block anything in the swamp, then a sword, since it's my go-to weapon, and, combined with the shield, it will 1-shot anything (other than the abomination, of course, and maybe a 2* elite).

The ship, is also a top priority, but I doubt you would need it right away, so I think other things should be higher priority until you need it.

I stick with the finewood bow until I have silver and can build a draugr fang.

After shield and sword I build a suit of armor. With that you're pretty much set through plains if you want to be, although upgrading makes things easier, of course.