This is one of the most important things to learn when you’re new. Always set up near a good source of iron. You’ll find many all over the map. You can start a small base anywhere at first just so you have somewhere to stash your loot but you will want to set up something a bit bigger near iron as soon as you can. The faster you get iron the quicker you’ll make progress beyond that and you’ll need iron at all stages of the game. Ideally find a spot where you can gather from at least 10 nodes within a short walk from your base. This cuts down on travel time to gather iron and lets you quickly harvest a reasonable amount every time you drop by your base since the nodes will respawn.
Later in the game you’ll have pets, or bearer thralls, or build your character so you can carry a LOT of stuff. Once you do being close to iron won’t matter as much because you’ll make a single iron run and bring back several thousand iron all at once but it’s always going to be more convenient if you have iron within a minute’s walk from your front door. 
Kill things, complete journey steps, explore, craft things. You get XP for everything but killing seems to be fastest. Gorillas in the jungle are easy to kill once you have a decent weapon and they give good xp. You can Google leveling guides, but as of the last update they may or may not be up to date.
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