Your first priority...
...in minecraft should be finding coal, so you can make torches. Making shelter is really easy. Just dig in a wall and then block the doorway with dirt, you don't even need to make a workbench, process logs to wood blocks and make a door.
If it's dark in your shelter, the monsters can spawn inside. You need light to keep them from spawning there.
But failing that, you can build a boat quickly enough and just set sail out onto the waters where it's safe (as long as you're out of range of the skeleton archers).
Nice animation!