You should gather 3 pieces of wool to craft a bed. (Any more is redundant right now.) You can get wool from killing sheep. To find a sheep, just walk for a bit in one direction, and you'll find one. (Later, you can make shears to get wool repeatedly from the same sheep.)
You will probably encounter other animals, such as cows, pigs and chickens. Kill a couple of these with your sword to get a bit of food. However, don't kill too many animals yet, as this will use up your sword's durability. This means that if you encounter any monsters at night, you won't be able to kill them. You can eat it raw or cook it later. Cooking offers several times better food bar replenishment and also prevents raw chicken from making you sick. You can cook it while building your house, (in your furnace). Cows also drop leather but it is fairly useless just now. When you get enough, you can craft it into into weak armor, or save it to make books or item frames. Chickens sometimes drop feathers as well as meat - keep the feathers, you'll want them later to make arrows.