Firstly, which character would you prefer? Melee fighter, scientist with bionics and hacking skills, hunter (knife, bow and arrow, maybe crossbow), cowboy (handguns), standard gun nut in the apocalypse (assault rifles + handgun), car nut (think of a truck. Now add spikes and blades)... There are many choices. Which one would you prefer?
General tips are:
Use the "=" key to reassign items' letters. For example, using "f" for "flashlight", "w" for weapon, "s" for sewing kit, "A" for Adderall, and so on might help a lot.
Try getting a vehicle early on (just after the backpack, if possible). With a vehicle, you can easily outrun/run over anything. Just don't try to run over a hulk with a motorcycle.
Pay special attention to military surpluses (supplies, army helmet, army pants, utility vest, and maybe a kevlar vest ), parking lots (cars, trucks, and motorcycles), sport stores(binoculars, flashlight, lighters, frying pans, sunglasses/safety glasses, maybe a baseball bat), and pharmacies (supplies, Adderall, Oxycodone, Tramadol, and Codeine).
A vehicle: Storage, somewhere to sleep comfortably, reliable transportation. Keep it fueled, beware of mines and traps on the road (driving at 20 mph on streets/roads you've never been to might save you from running over traps and losing wheels).
Army Helmet: Well, being headshot usually means game over. Keep your brain safe.
Kevlar Vest: will encumber you and has a considerable weight for weaker characters, but it'll protect your most attacked area: your torso. I usually leave it in my car's trunk, only taking it out when I intend to fight something or someone.
Army Pants: They somewhat protect your legs and give you some storage. You might prefer cargo pants (24 storage, but slow you down a little bit).
Binoculars: Doubles your mapping range. That means you can explore that town twice as fast.
Lighters: Need for starting fires and throwing molotovs.
Frying pan: For cooking that delicious squirrel meat.
Sunglasses/safety glasses: Protect your eyes from momentaneous blindness caused by damage. Wolves are particularly good at blinding then eating you. Sunglasses also protect you from the perception penalty in sunny days (also known as glares).
Baseball bat: I'm not a melee expert, but this sounds like a decent melee weapon for starters.
Adderall: This is one of the most important things in PZ. It's a great stimulant, and not THAT addictive. That means you can (and should) always use it when you're raiding town for a 25% speed boost (25% speed boost means you can outrun almost anything).
Oxycodone, Tramadol, Codeine: In order of painkilling capabilities. Do you know when you're so slowed down by pain that you can't outrun common zombies? I don't. That's because I use painkillers. Use your brain, use painkillers.
Get books. Books like Under the Hood (allows you to start messing with cars) and The Big Book of First Aid are an easy way to get some starting skills. If you're going for bionics, get books on electronics and computers as well.
Garages have everything your car will need. Welders, wheels, steel frames. If you need those, look for a garage.
Explore during day, raid during night. Run through town with your car and binoculars. Once you've got it mapped, wait until night and calmly choose which buildings to raid. Night Vision trait or a flashlight will be useful. Adderall will help you outrun occasional zombies. Keep safe mode on.
Swamps are dangerous. Don't even think about living near swamps. Giant mosquitoes and dragonflies will outrun and kill you before you can even blink. I'm serious. If there are swamps close to the Sciene Lab you've chosen as home, you rather move before swamp monsters start spawning and besiege you.
That's basically it. You'll learn more as you play (which skills you want, which weapons to get). I could write a FAQ if that would help.