Guide:Class setups/Pre-Hardmode
Pre-Boss
Start as you normally would - gather materials for building, build a couple of houses, increase your maximum health, make a trip to the Corruption/Crimson for your first ranged weapon. Make sure to look for Hermes Boots or variants. If you have a Gravitation Potion, look for floating islands and Planetoids.
Pre-Brain of Cthulhu/Eater of Worlds
Defeating your first boss begins to vastly open your options, with defeating the Eye of Cthulhu and Desert Scourge unlocking the Giant Clam miniboss, the Acid Rain event, the Sunken Sea biome, and a plethora of weapons and accessories. Now, presumably, with your health maxed out, defeating Crabulon or the previously mentioned events can give useful gear to help prepare you for your first major step in progression.
Pre-Perforators/Hive Mind
At this point, you should've already killed a few bosses, including Brain of Cthulhu/Eater of Worlds, and should be getting ready for a trip to The Underworld.
Pre-Skeletron
At this point, you should've killed The Perforators/Hive Mind and mined plenty of Aerialite to craft new gear as well as killed Queen Bee to help prepare you for Skeletron.
Pre-Wall of Flesh
At this point, you should make a trip to the Abyss and haul everything you can get out of there, as said gear may be handy for defeating The Slime God and obtaining more useful gear. At this point, Potions can be made with Blood Orbs at an Alchemy Table, so there are more potions to be used at your disposal, such as Lifeforce Potions.