Dig a hole and punch trees.
Oh wait, this is not Minecraft.
First of all, look for a safe haven and second, learn how to be self-sustaining.
I'm mostly used to playing alone, and I tend to store whatever I get until my backpack gets full.
My problem is when someone thinks that I'm a walking piggy bank that he should break to get the lewt.
Also, I'll try to not reach the level cap immediately. Gathering street smarts and learning how to evade attacks or combat against players in general is much important than racing to the final boss.