xa_chan: But... Is it normal i'm starting empty handed? What's the best way to start in a single player game? Does anybody have any advice?
In single player you start empty handed. First thing to do is to gather materials and and scout a location for building your first shelter for the night as mobs will eat you if you are cauch in the open in dark areas. You'll need wood for workbench, tools and tool handles, coal for toches and furnace (you can burn wood too) and wood, dirt or stone for building the shelter. Stone will also be the primary material of your tools for the game as better ones are rare to waste and stone is everywhere.
Look up some minecraft let's plays at youtube. They both teach you the basics (or advanced stuff depending how far you follow the LP's) and let you see what to expect while playing.