When you spawn, your first priority should be to find a melee weapon. Attempting to fight zombies without one usually ends in your horrific demise. Go to any nearby building and you will most likely find some.
When you first start out, don't bother to pick up too many unopened cans. When you get a can opener, you can put the closed can and the opener together in your crafting slots to open the can at the cost of some of the can opener's durability. Until then, however, pick up previously opened cans, candy and protein bars, cereal, noodles, and whatnot. While in starting areas, these can be found in abundance.
Canteens and flasks are the bread and butter of thirst quenching in this game. Other than that, single use drink items can be found around the place pretty easily. Note that fruit and some canned items restore hunger and thirst, rotten fruit included.
In terms of surviving zombies, guns are a luxury. You can find many attachments such as suppressors and tripods. Some guns may be loud and zombies may hear it and come towards you, using a suppressor is recommended. Or you can get on just dandy with an old shovel against the hordes, but be careful and don't get yourself stuck in a corner.
Some ammo is more common than others:
p250 ammo is very common, make sure to keep that sidearm.
STNAG ammo is common, and very useful, as it works for both M4 and Scar, with the Drum Variant working for the AKM as well.
Deagle Ammo is pretty common, however, the Deagle itself is not as easy to find.
MAC-10 ammo is a common find
Rarer ammo include
FN FAL is a great gun, but the ammo is very hard to find.
Sporter 22 has very little ammo
Trench Gun and Mossberg Shotgun Shells are quite hard to find.
AWP ammo is rare.