While daunting, the game is a lot easier than some might think. You can do a great deal to prepare yourself for combat, but remember the zombies always get tougher thanks to evolution. It only gets more dangerous.
If you’ve started in the evac shelter, grab a rock outside and smash a locker and a bench. A makeshift crowbar will help you open doors quietly and just takes a pipe and a tool with hammering.
Cudgel (or other weapons)
You need a good weapon, this is usually the cudgel in the early game. If you didn’t start with a knife, you can always make a stone knife with no skills. the makeshift crowbar lacks the hit bonus the cudgel has, which is why I recommend it. Optionally you can get a wooden spear but it takes some character skills and a fire. A self bow and crude arrows is weak but is not a bad opener to combat, any damage helps.
You likely won’t start with the perfect insulation from the weather, so you need to manage your temperature as slowdown penalties from the heat or cold will kill you quickly via slowing you down in combat. If its too hot this is easy you just take off layers. If it’s too cold you’ll need to craft what clothes you can or loot what you can but don’t waste too much time on this. You’ll likely find the clothes you need.
Going into town
You can’t do anything without tools. Go for an anvil, metal sawing, wood sawing, welding, and soldering. The rest can be crafted fairly easily if you have to. The anvil is easy if you get a hacksaw or toolbox and a car for spare frames.
Guns will keep you safe from the zombies through the entire game, and looting a gunstore is the easiest way to get geared. Otherwise, better melee weapons. You want fast hitting melee weapons and ideally a good to hit bonus unless your combat skills high enough to not worry about hitting.
You can’t carry anything without a backpack, tailoring is the easiest way to just make one, but otherwise keep looking for any non-encumbering container.
Books make the game a lot easier but are mainly needed for recipes. Find ones for medieval crafting, guns, electronics, chemistry, and skills that can’t be trained with crafting such as speaking or computers.
It’s safe to say, you need to find a good car sooner rather than later. It will make the game a lot easier and you will carry more loot with you. Rather than finding a broken down one, go for high condition with relatively few destroyed parts. You may get lucky and find one fully functional. You can find cars anywhere there is roads. You’ll get most of your tools from a mechanics garage or hardware store. Some homes may have garage tools.
You can’t do much with cars without a welder. Acetylene torches work for early game but look out for arc welders. An electric welder is the most important longterm solution, and attaching it to your car with a single solar panel provides unlimited welding potential. Weld before a break happens and you won’t take meaningful car damage.
Without a hacksaw you can’t remove most parts. This means adding parts will be just as hard.
Without fuel you won’t be going anywhere. Gas stations come to mind, but you can actually craft diesel with the right book and cooking level. You can also opt for a solar car but it won’t go far and you need a lot of panels and the electric motors.
If you made it this far you may want to set up a functioning electric grid at an evac shelter, or just install more things onto your car. The evac shelter has a mounted battery and solar panel it just needs an oven, electric forge, welder, soldering iron, etc. You can add wind turbines via a vehicle on the roof connected with a jumper cable connector for even more power.
Geting a helicopter isn’t easy but if you stumble onto the parts you can install them on any vehicle. Gyrocopter is a fabrication 10 option. Finding a crash means ripping apart any still functional parts and repairing it so it can be attached to a better vehicle.
There is a lot of more dangerous locations, monsters, and mods that add more dangerous locations and monsters. Labs, military bases, shipwrecks, mines, collapsed towers. You will want to explore, learn to take on more challenges. Remember that .50 BMG and being hit by a truck solves most enemy problems.