This World starts you off at the end of Winter and by the end of the second day, Summer should start. From that point on, Winter will never return. The land itself is rather inhospitable though and you'll likely start in or near a Marsh. The map is generally set up with the most resource rich area in the middle of the map and having the Things connected using bridges to connect islands. It is possible that one of the islands is only accessible by Worm Hole.
Depending on how the central island is, try to set up a base and get stocked up. In particular, try to find Green Mushrooms or Spiders that can be farmed for Silk to make clothing. You'll have quite a few bridges to cross and it's likely that you'll have to get by some Obelisks. You may have to lower your Sanity quickly and then recover it just as quickly and either of these will help you.
You may also encounter a variety of hostile monsters on the bridges so being well equipped is important. If you can get together pets to follow you such as Pigs or perhaps a Beefalo Horn to help you clear these areas then you'll be happy to have them. Pig Forts can generally be burned to clear the path but some other bridges are Marsh bridges with monsters and tentacles all over. There are quite a few of them but generally the best way to deal with them is to use followers if possible or bring armor, weapons and LOTS of healing items.
You'll have to search the outer islands and collect the things to escape from this world. Keep in mind that these islands are going to be dangerous with lots of Monsters, Bees and few resources. Try to make your stay there as short as possible. When you find the exit, be sure to have plenty of food, health, and sanity items. You can still only take four items but you'll want to be able to fill up just before going through the gate.