Welcome to Mesecraft. The admins have made it known that the game is still alpha right now, so that is why there are things that are missing. Guns are one of the main culprits in that area, oil buckets being another. That said, there is a ton of stuff to do. The df caverns are incredible and there are tons of biomes to explore underground. Basically those of us that have been playing for a while trek out somewhere and build a base then dig down into the depths. There are tons of villages to explore if you like surface life and there are floating islands way up in the sky that some of us live on.
Basically your early game will be spent finding a place to call home, building a base, and establishing a steady food supply. You’ll want to get a decent mine going too. Dig a straight shaft to at least -500, preferably -1000, then expand from there. That’s where the ores become more common.
Consider Mesecraft part survival, part, exploration, and you’ll never run out of things to see or build. If you see me online say hi and maybe I can help you out more.