Someone asked for tips today, so I figured I'd write them here and link to them when asked again.
The early game is critical. You need a good weapon, a backpack, a water bottle, a little food and a vehicle. Medical supplies and denim/leather clothes are nice to have but not indispensable. After that you need to clear a base of zombies, usually a place that is easy to secure (few windows and entrances), you can live in (bed, fridge, stove) and is close to points of interest (stores, etc.)
If you survive getting all those, you need to prepare for power and water shutoff by getting a generator (for lights, fridges and cooking) and a few rain catchers or living close to a water source.
After that it's a matter of stockpiling enough food, water and resources to outlast the winter.
Combat is the first thing you need to learn. Gunshots will draw zombies towards you, early on you most likely do not want to shoot because there'll be more zeds than ammo on you, so you're better off with a melee weapon, like a baseball bat, axe, hammer, meat cleaver, crowbar, etc.
Bites are fatal, melee weapons are more effective at their max hit distance so always keep as much distance between you and zombies. Backpedal while you face the zeds, and hit them while they're trying to reach you.
Don't fight more zombies than you can handle, which depends on how experienced (irl) you are, your character's weapons and skills, and the area around you (fences, windows, etc.) Usually 1-2 unarmed and 3-4 with a good melee weapon is a good rule of thumb at the start.
Take care of your character. Don't fight tired, hungry, sleepy or exhausted. Don't ignore overheating or uncomfortable conditions. Don't carry too much stuff. Don't run everywhere all the time, you will get tired. Always carry bandages on you.
Prefer weapons which are light, they consume less stamina per attack. Ditch heavy clothes or armor, they'll exhaust your character and exhaustion kills.