I'm still pretty early in Starbound, due to distractions of other games, and confusion on how to proceed.
After receiving the main quest, I spent several hours scouring my starting world looking for clues that apparently do not spawn on that planet.
So I tried to go to another planet, but came to the (mistaken) conclusion that I could not go to other planets aside from my moon without fuel, and I needed to explore the moon to get fuel, but I needed a breathing device to explore the moon, and I needed tungsten to build a breathing device, and my hours scouring my homeworld had turned up no tungsten, so I decided (incorrectly) that I must have to explore the moonbase to get tungsten. So I spent several more hours re-running the moonbase scenario before concluding that there was no tungsten there, spent a few more hours digging to hell and back on my homeworld just to be absolutely sure that there was no tungsten there, which of course there wasn't. Eventually, I started poking around my ship hoping there might be something I overlooked, and of course I found that the minus magnifying glass in the star-system UI would zoom out so I could see other planets in the local star system which I could travel to without fuel.
So I arrived on a forested world with Tungsten and started exploring. Several hours later, still no clues for my main quest, but I had a backpack full of tungsten and other prizes, so I figured I would head home and see what I could make with it. On my way up, an NPC living in an underground hovel gave me my first side-quest, asking me to kill the nearby bridge-ninja. I spent another hour wandering around looking for the guy, before I realized that the icon next to the quest tracker was a compass pointing me to him. So I made my way up to the surface and found the bridge-ninja, standing on his bridge...
As soon as I got close, he threw a f'ing pokeball at me and a damned Charizard popped out and started breathing fire on me! It was at this point that I realized I had no designated safe area to fall back to, no building blocks on my hotbar to create a safe area with, and my health was already half empty. So of course I ran like hell. I barely managed to find a ledge where I could evade the ninja and his molten munchkin for a few seconds while I scrabled through my overloaded inventory to find some dirt blocks and wall myself off, after which I began devouring healing kits and praying the regeneration would work faster than the flames ticking away at my last life points. Somehow I survived, after which I dug a small hole in the back of my sanctuary and proceeded to cheese the ninja and his minion with a guided rocket launcher I had pilfered earlier.
After my near brush with death, I began heading back down my tunnels to turn in the quest at the underground NPC. The same tunnels I had managed to safely traverse for the past several hours, less than a minute in I got ambushed by about a dozen bats who did not stagger from my attacks and had far more health than something so frail has any right to. Their tiny little vampire teeth managed to stab me to my first experience with Death in Starbound(at least the first that wasn't caused by me jumping off the side of the moonbase to satisfy my curiosity, which fortunately doesn't result in item loss). So after beaming back, making my way back to the hole, plunging down, dispatching the bats with care this time, reclaiming my loot which was piled across at least two screens of cavern floors, I then made my way back to the quest NPC and claimed my rewards.
I managed to return to my homeworld without further incident and upgraded some of my workstations and armor, and build myself a breathing device. I look forward to exploring the moon now, but that can wait until tomorrow.