"Survival" is a bit of a misnomer at the moment; once you find shelter (which doesn't have to be any more than a hole in the wall with a door on it) and get some basic supplies (wood, stone, iron ore), your (self-appointed) goal is more to explore and build to your liking. There isn't much endangering your basic survival at this point. Mobs can still kill you, of course, but you'll have the resources to get yourself well-equipped enough to deal with it.
If you do happen to die, your stuff pops out of your corpse to be retrieved and you respawn at the place you started when you first loaded the map (and for this reason, you shouldn't venture too far out before establishing your first base).
