When you start your new adventure, you may not immediately find some coal. Thankfully, there is an alternative, since coal is a vital resource. That alternative is charcoal. And it’s made from wood.
You can use wood as a fire source in the furnace. By smelting some more wood, you can make charcoal. This has the same properties as coal and acts as a great replacement early in the game. That way you can focus on building a house before going into the mines.