Well...the only good way to improve at any game is to literally play the game...that is the best thing you can do...playing the game will teach you a lot of things throughout your adventure.
Another thing you can do is check the wiki when you dont understand something or whenever you find something you can go to the guide and click on Crafting then put the item you found there and he will tell you all you can craft with that material or item.

After you spawn you can go get some wood and build a house until night....you can make a workbench and craft some items(i'd recommend that you make a wooden armor with a wooden sword or bow)
To have a NPC move in you have to build a house that has a chair,a table,a light source and walls.
Early on you can get 3 very helpful npcs,these being the Demolitionist which sells you bombs and grenades,the Merchant which sells you various different items and the Nurse which heals you when you are injured.To get these NPCs you have to:
1.Demolitionist will apear when you have 1 bomb,1 grenade or 1 dynamite in your inventory
2.Merchant will apear when you have more than 50 silver coins in your inventory
3.Nurse will apear when you have more than 120 hp.

To get more hp you have to go underground and find a Life Crystal its a crystal in the shape of a heart that lies in the Caverns layer and it shines a bright red light(Note:you can't see the crystal in the dark)

In the Underground area you can go mine any ores you see and make a furnace with 20 stone some wood and some torches...then you can make a lead/iron anvil and then you can make your armor.(Note:Copper and Tin is NOT WORTH mining)

If you feel risky you can go in the Corruption or Crimson biome and blow up 2 of the Shadow Orbs/Crimson Hearts and get some good loot(Note:Don't break 3 of them or else a strong boss will spawn)

Bosses can be spawned using a boss summoning items...more info on that here:
https://terraria.gamepedia.com/Bosses
The first boss that you will likely face agains is Eye of Cthulhu,this boss is a quite difficult boss first time you encounter him,he can spawn naturally after you have a specified amount of defense with a message popping up in the chat: You feel an evil presence watching you...
Or he can be spawned using a Suspicious Looking Eye that can be found in underground chests(Golden Chests).
I'd suggest you buy some Shurikens from the Merchant and build a small platform relatively high from the ground or make a long runway.
More info on that here:
https://gtm.steamproxy.vip/sharedfiles/filedetails/?id=1810898234

You can get a ton of tips by accesing the official terraria wiki or asking on the discussion tab for tips...i really hope you liked this guide,if you did be sure to rate it and favorite it.
If you have any questions be sure to post them down in the comment section down below. :D