You have nothing to lose when you begin so I usually head to Cherno or Elektro to loot a weapon and some supplies. If I'm successful, I head North to start looting villages and deer stands to collect any more essentials I've missed. I've not got as far as looting military bases or airfields yet (except the one at Balota), but that's my next objective if I don't get eaten or murdered before I get there. Once I'm set up with a tent, NVG's and a Ghillie suit, I'll probably move out to the wilderness and start to build myself some transport like all the other Yeti's.