On the first night, coal is an important item that you will need so that you can start making torches. The problem is that coal is sometimes hard to find at first, but luckily there is an easier alternative.
Steps

Step 1. Start your first day as usual, find trees and hack away
The difference is that this time you need a lot more. You need to collect about 30 logs.

Step 2. Make a workbench
Make some planks. Make sure you have some logs left over.

Step 3. My 8 Cobblestones and Make a Furnace
Place the oven on the floor.

Step 4. Put fuel on the bottom (eg
lava buckets, charcoal, coal, logs) and a regular log on top of the stove.

Step 5. Pick up the newly created charcoal
You now get charcoal which works exactly the same as coal, but cannot be stored with it.
Tips
- You never need coal when you have a tree nursery. Always good to have when there is too little coal available.
- An easy way to get a full supply of torches (64 in total) is to first collect 19 logs. Then make planks from 1 block of wood, giving you 4 wooden planks and 18 logs. Then place 2 blocks of wood in the melting lock of your stove and 2 wooden planks in the fuel lock. Wait for the 2 logs to turn into charcoal and then place them in the fuel slot. Now that you have 16 logs and 2 charcoals in total, use the 2 charcoals to melt the rest of the logs into more charcoal. Now you have 16 charcoals in total which, combined with 16 sticks, yields 64 torches.
- You can use charcoal as a substitute for a lava bucket if needed.