1) Make Fish Traps early onFish Traps are a great way to get Energy early on, and you can craft them as soon as you get a few Skill Points. When you can craft Fish Traps, make as many as possible and loot them whenever you have the chance. This will give you a steady supply of food to increase your Stamina (Fish and Seaweed), and you will likely get lucky and find a few Anchors which can be sold for 200 Coins each.
2) Get multiple MarketsYou can get the Markets fairly early in the game, and you should create a few of them. Not only can you sell all your items for coins, the Market will also let you buy items. The inventory changes every ten minutes, and you might get lucky and find some awesome things that you would otherwise have to wait a long time to get. This means that if you are lucky and find Bones for sale early, you can upgrade your Tools much earlier than intended and make the early game progress a lot easier. All the Markets have their own inventory, so with 4-5 different Markets, you have a high chance of finding some of the items you need.
3) Bottle up a few FairiesJust like in games from the Zelda franchise, fairies that are put in a Bottle will automatically heal you if you should ever die. It's a great idea to capture a few of them in the early game, and if you don't die, you are going to be needing them for crafting later on anyway. To capture a Bottled Fairy, craft a Bottle at the Forge, find a Fairy and left click on it with the Bottle as an active item.
4) Use the Bow instead of your PickaxeIt seem obvious that you should be using your Pickaxe to destroy thing to gather materials, but don't; the Bow is so much better! Why? Simply because the Bow does about the same amount of damage, but the benefits are that it's ranged, and it does not consume energy! This will save you from having to eat all those Berries early on in the game.
The problem is that you will need arrow though, but there's a workaround; get the Quiver artifact from a random Big Chest to get rid of this problem once and for all. Once you have the Quiver, don't bother using the Pickaxe ever again.