A cave is something different from a dungeon. The cave does not go on and on and on, down into the underworld of Minecraft, but has one definite entrance and exit, and is like a room. The building process is a mixture of building a house and a hideout, but there are differences as well. The caves close to your starting position are generated randomly, and to make a good cave you should have a good starting point. Therefore, whether you decide to take shelter in a cave, really depends on the environment you are in. If there are no caves, you wouldn't begin to build a mountain out of dirt and stone, to build a cave under it afterwards!
Building a Hideout
Building a hideout is the simplest form of shelter you can get. You don't even need any tools to build one, but I recommend using a shovel, as this speeds up the process. You will also gain a lot of dirt which you can use later in the game while for example exploring dungeons or caves, or creating a navigation tower. One of the main benefits of making a hideout is that you can expand it without any resources. Just dig a wall a few blocks in, or make an extra room. It is all up to you!
The Basics
After purchasing and installing Minecraft, you start your own new world. Each world has a different starting environment, but if you explore enough, you can find anything in your world. However, I would recommend to begin in World 1 the first time, as you will spawn close to trees and caves. From you start a new world you have one day (ten minutes) to build three components, which will lead you to success:
Building a House
If you decide on building a house, you will need a lot of materials. There are, however, simple ways of decreasing the costs of your house: