Once you have acquired enough money, you can pay mercenaries to temporarily guard you or your base. Otherwise you will just have to check out your environment & run to safe in a town. The mercs hang out in bars.
Yeah it takes a bit to get your starting capital, but it does help with getting basic food, medical supplies, & a backpack. But once that is in order, you can choose to mine for a bit extra or loot bandits, plus hauling ore trains basic strength.