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The first thing I usually do is find a Pass-N-Gas, knock out the bottom two ladder blocks, and jump up to the ladder, then make my roof top base there. At least, temporarily until I get things going. Since the Pass-N-Gas is so small, your sleeping bag should deter zombies from spawning there, and your land claim block will mitigate quest resets.
Can't do much about non-toxic water until I find a way to boil them or get drinks from cafes and stuff.
Right off the bat, I craft a spear and skip the bow - but I'm sure others may suggest otherwise. Then from then onward, gather materials for a Dew Collector. Any bullets I can find, I save them until my character is worthy. No point in wasting them at low levels.
As for your last question, I wouldn't build underground, unless I have access to lots of Steel or use layers of Concrete. I always go for towers. If I want complete peace and quiet, take over a high rise. If I want some action still, take over the top two floors (including the rooftop) of a mid-size apartment and make the bottom two floors into Horde kill zones.
Also, I put my first points into:
- Cardio
- Iron Gut
- Healing Factor
- Parkour
I don't bother doing any quests until I feel much more established. Before then, I spend most of my time collecting. Also, only sprint up to 50% of your stamina, in case you need it to escape things, or night is coming soon and you're far from home.
Forgot, one more thing. Check your in-game achievements. Forgot the hotkey. Basically, collect and do stuff and you get certain rewards. One of them requires you to use a knife to harvest animals. Make sure you use a bone knife.
The trader quests were added in to give players things to do, but they aren't critical to your progression. The first quest is actually a troll. You're new to the game, no food, and this old coot wants you to go waste your hunger and hydration to dig up crap (spoiler alert).
I recommend setting up shop and getting settled before doing his quests. And you'll want to get familiar with the points/book progression system too. You gain XP doing anything, and then allocate points into your skill tree. That increases the chances of you finding the parts and books associated with that skill, weapon, or tool.
It's a far cry from alpha 15, when I started playing, almost like an entirely new game. But, you will find that it's more like running into an old friend you've not seen in years. It's fun to get to know them again.
Don't worry overly much about the first horde night unless you've turned your xp up a good bit, or you're playing at higher difficulty. Also, don't be afraid to make the game fit the way you want to play. Study the new player configurations in the start up screen. They can be changed at any time without compromising your current game. If things are too difficult, don't be afraid to tone things down long enough to get a handle on what needs to happen and what to expect. If you're getting bored, turn up their run speed or difficulty. The developers have given us lots of ways to personalize the game. Take advantage of it, especially while you're learning.
Building bases underground can happen if you want, but, yes, the zombies will dig to you. Take the time to watch their AI, how they move, what they do, and get a feel for how they attack. Personally, I want to be at least 4 or 5 blocks above them with the ability to shoot down at them if I need to for my home/crafting base. I want it to be as sturdy a base as I can get which, in early game, is usually compact but dense. In groups, zombies can do a lot of damage, fast. So, cobble it as soon as you can or find a POI you can use like the Pass-N-Gas mentioned above, and make it your own, or build it. For me, my horde base will always be separate from my home base. It's just the way I play, but, lots of people prefer to make them together, and that's okay.
Most important is to have fun. If you're not having fun, you need to fiddle with your settings until you are having fun. There are too many ways to adjust the game to do otherwise.
Underground bases are not useless, but they won't provide you total protection. Zombies will find you and if they cannot reach you they will dig. To combat this, whenever I make an underground bunker base I build a small shack on the surface with an easy access down into my base, usually defended by turrets. Even though the zombies never actually are able to breach the surface base they see it as an easy path to get to me so they never dig.
As for what works, the basic concept is that zombies need to think they have an easy path to reach you, even if they can't.
The easiest solution is very simple if you have about 2k dukes to spend: electric fences.
Fair warning, this method can get boring.
Electric fences will stun all enemies for about 5 seconds and do some DoT damage, everything from peon zombies to dire wolves, as of right now no enemy can resist it. DoT damage is also not modified by difficulty so even on Insane it will help. The way I use them is to build a rectangular base right on the ground with a hallway leading into in. I place a door at the end on one side and leave myself a window at the end so I can shoot down the length of the hallway. I then line the hallway with electric fences placed inside my base on either side. The wires will run through walls and placing the fences inside lets me repair them without exposing myself to attack. The door acts as a lure because zombies are coded to view doors as having fewer HP than they actually do, meaning they will target them first if possible. Zombies will ignore my walls and run into the hallway trying to get to the door, get stunned by the fences and while they stand there frozen, they get popped in the brain by me. If they make it past the first fence they hit the second, then the third, then the fourth. I almost never have to repair my door or exterior walls because the zombies are too stupid to realize they aren't making it down the hall.
Until TFP changes the mechanics the electric fence and door combo is the most efficient defense and you can build it very early. Just buy the fence posts & generator from any trader, salvage some cars for an engine and fuel and you are set.
On to the first question.
The number of zombies roaming about depends on the time of day, biome and the district. A district is an area of the map with particular POIs and spawns in it, like downtown, industrial, commerical, rural or wilderness. If you want low density zombies the Pine Forest wilderness is the safest bet, but as you move into more populated and higher tier areas the spawns become increasingly more difficult. One thing to note is that normal world spawns, the guys you see just wandering around, are not impacted by game stage. The peon zombies you see staggering about in the Pine Forest on day 1 are the same ones you'll see there on day 300.
My first day usually goes something like this: tutorial challenges, run to trader, bang out as many quests as I can before 17:00 then start building a base. If the trader offers wood as a reward I take it just to speed things up because I need about 1200 wood. I also buy all the cobblestone the trader sells because it is dirt cheap and speeds up the upgrade process. I build my base and spend the evening upgrading it to cobblestone and digging out a basement. All my workstations go up on the second floor, even if it doesn't have walls yet.
The next few days I run quests until I complete tier 1 and get a bicycle, or until I can craft a bicycle on my own. After that I don't run any more quests for a while, because quests are boring and the rewards suck. I then just go off exploring following the roads looking for traders, book stores and cars to salvage. I sell all the resources I get from salvaging and use the money to buy all the electric fences, books, cement mix and cement I can find from traders. I can usually pull in maybe 10k-15k dukes per day while exploring which is more than enough to buy everything I could want.
If a cop does explode it won't damage the fences, just the wall and it shouldn't be enough to destroy the blocks. Because the fence posts are on the other side of the walls from the zombies with just the wire running through the hall they would take no damage. Any damage done to the hallway can just be repaired from "inside" the base. Now if you made the hallway using bar shapes or some other shape that allows damage to pass through it would likely destroy the fences but solid blocks stop damage.
Cops only explode when they reach low HP and with the DoT and you even if they start to count down you should be able to kill them easily before they pop. Again though, I've never heard them start the heart beat count down when stunned.
If you really want a highly efficient base also look into rifles with AP ammo and the Penetrator perk. When the zombies get stunned you can line them up and fire one shot to take out 4 zombies with a single bullet. Wait for more to line up, fire again.
Last tip: don't make the hallway too long. If the path you want the zombies to take is too long they will try to find other ways to get in, basically through your walls. You want the hallway to be long enough to force them to be stunned 4-5 times and give you time to kill them all, but not so long that zombies spawning on the other side of the base have to run too far.