In the beginning you only have a few workers. So make the best use of them.
One of the first few things you need is a archery range/workshop. But be careful!
Focussing to much on progress will introduce famine to your colony:

And well, how do you deal with food shortage?
Firstly, there are 3 ways to gain food:

• Berry bushes
  These little fellas are plenty at first, and have little yield, so plan ahead! Soon you'll need more to sustain your growing colony.
  
• Deer
  These fellas are not quite so small, and quick too. Whenever you get the chance, take a shot at one. Whenever a colonist has a hand free, and is close, SHOOT THE DEER! Lastly, leave them be when you don't need them. They have high yield and never rot. As I said: Plan ahead!
  
• Bread
  When it's time to build your windmill, it's extremely important to do it right! If possible, it should be between your main hall and your hay barn.
  Then comes the fields. Place them as efficiently as absolutely possible around the lakes. If there's space for some roads beside the fields and inbetween them and the mill, do so. Brick roads preferably.
  Lategame you might want a well and even more fields!

You should try to micromanage your pops in the early days.
Build that woodlogging shed "manually" - avoid having your pops carry stuff back and forth when they could go directly.
You will however, find out that this will get increasingly hard as you get more pops. Then stop.

The House
A simple shed for 2. Increase your pop size as quickly as possible without starvation.

Woodcutter's lodge
The first few should be built near your forests. But they will run dry. Don't worry about that.
Because:

Sawmill
You want to have an efficient saw-man. So your woodcutters have to take the long haul...