I finally managed to escape from a huge zombie horde, only to die by cutting myself on a window...
Windows are ultimately the Cataclysm version of Dwarf fortress' carps
I don't know about that. Once you get some kind of decent covering for your body you stop taking torso damage from sharp glass. And when looting it's generally better to bust down doors to gain entry, unless you're in a dangerous area and are planning on funneling a few zombies; any more than a few and you should be making a sprint towards a more open area to take them out, or to flee if you don't have much combat experience. I have more love for windows than I have for carp, that's for sure.
My guy is going on his third month now. He's had close encounters with acid rain and hulks, but he's still kicking. I think I got lucky with my starting city. It's pretty huge and has a large residential area to the southwest, near a huge forest. The very tip of the neighborhood is extremely safe, I've never seen a zombie down there, so I made a safe house. The forest has plenty of game and water, and I've stocked up so much crap that I could just live in this place forever. Making trips into the city for goodies is not really smart at this point (not that it ever was smart). Breaking into stores near an open field is definitely not as bad as treading into the heart of the city itself, but you'd better have some combat skills. I trained my guy in throwing (spears!) and shotguns. Some melee/dodging too. It's working out very well. At this point I'm not sure what I'm playing towards.
This may have already been noted, but in the most recent windows version unloading batteries from objects can sometimes yield ammunition instead. A lot of ammunition. I think the ammo type depends on what weapons you've been carrying or reloading.