The official Minecraft wiki is an important resource that even seasoned players refer to. If you're new to minecraft, you might want to start with this handy list of tutorials, and also this list of recipies.
Early game starts with extreme emphasis on survival: food, shelter, basic tools.
Survival itself is actually very easy. If you dig a hole, get in it and cover the top, then nothing can hurt you. You just won at Minecraft. So long as you don't move or do anything, you won't need food.
If you want more for yourself, then you'll need food to sustain your activities, a shelter so you can hide from the monsters at night, light so you can keep working on projects at night and so that monsters don't spawn in your home while you're not there and then you come home from a hard days work to find a skeleton in your house, wearing your favourite trousers (I made this last part up, there are no trousers in Minecraft).
If you want to progress beyond early game (you may not want to, a lot of fun can be had in early game!), within your lifetime, you'll need to progress up the "tech tree" a bit.
Unlike many RPGs, Minecraft doesn't have "character progression". All player characters have the same innate abilities. The way that you progress is by improving the quality of your equipment and structures. Since equipment and structures aren't bound to players, the potential for players to help each other is enormous. On servers like mine, there will most likely be many public resources, so you don't have to do everything yourself. One day perhaps we'll get to such a point of abundance, that players won't have to do anything at all if they don't want to!
If you (or your server) want to be on the fast track to easy street, it's all about diamonds. Diamond tools are faster and more durable than anything else, diamond armour is most protective.
You will also need to learn about enchanting. Enchanting improves the durability and speed of tools even further, and can even make them eternally maintainable so they never need to be replaced unless you die in lava again.
There are three 'dimensions': overworld, nether, end.
The overworld is the 'normal' world where you start in. By constructing a nether portal, you can go to the nether which is a place with lots of lava. try not to get lost there. You can also build a nether portal in the nether that will take you back to the overworld in a different place, in proportion to how far you walked. However, every step you took in the nether is equivalent to 8 steps in the overworld. We exploit this property for fast transport between far away places. There's a network of tunnels and nether portals in the nether that can be connected to.
The end can only be travelled to by activating an end portal (this has already been done). The end is sort of like space. There are floating islands made of this off-white stuff called endstone. If you fall off you will die in the void. Don't point at any endermen. There is no horizon.
Many items can be 'farmed'. For most items, you can contstruct some kind of structure or machine that will produce that item either automatically, or with very little player effort. For example, an iron farm has recently been built near spawn. Yes, that big thing.
Farming stuff instead of doing it manually means everything is less and less work, and there's more and more stuff, enabling you to focus your efforts on ever more ambitious projects.
Late to End Game
There are some items which cannot be farmed, or cannot be fully automated, so the goal for them is generally to minimise the work required in producing them. For example, diamonds must still be mined, but with level 4 beacons, Efficiency 5 pickaxes, and a bunch of other buffs, mining is nolonger limited by how fast your pickaxe breaks the rock, because rock breaks instantly. So you mine as fast as you can sprint, which, with speed buffs, is very very fast.
You can wear armour that makes you virtually unkillable.
You can get to pretty much anywhere in the world quite quickly by flying.
You can transport huge amounts of material in Shulker boxes in your ender chest.