The world of Minecraft is essentially infinite, which means it can be easy to go on an adventure, only to get horribly lost.
There are almost as many play styles as there are players in Minecraft. However, these can be distilled to many, more generalized, styles.
If you don't have an easy way to move around it can be difficult to be in the same world for a long time.
Having multiple projects to work on will make your time in a single world even more interesting.
This last tip may be the most important. The old cliché that "things happen," is completely true.
Use stone to make furnace on your crafting table. The recipe has stones on every slot except the middle.