A torch will help if you are cold, a little. The best thing is to make a campfire or two, drop it on the ground, put some thatch or wood in it and light it, then stand by it and it will add heat to the area and warm you up. Also, don’t stand in the water as that makes you colder.
Clothing helps too when you can make it, and later on points in fortitude help, but I would wait on those for a bit.
Early on the best thing to do is not worry about dying; gather and make some items and get used to the game a bit and once you gain some levels and get comfortable a bit with the game systems, start to think about settling down somewhere. Early on, though, just harvest/craft/explore and don’t worry so much about dying a lot or saving your items.
Let me know if you want to try our new server out. I do want to try some mods soon, though, and that may make things a bit more complicated for new players. With that in mind, I may hold off on most mods for now until we get used to the changes since alpha/beta and then figure out which ones we want to add in later on. That would allow new players a chance to get their feet wet in understanding how ARK works without adding so many new items to confuse them.