This is really not too hard. You'll simply need to grab some grass, a couple of stones and either grab a Azela bush or punch a tree till you've been given a couple of sticks. Once you have those items, press the tab button. It will open your inventory menu and your crafting menu. On the left side is your crafting menu. Type in "stone ax" and if you have all the items, click the stone ax name on the left then click craft in the box to the right of it.
This will start the crafting. You should see a small stone ax being crafted with a timer below the craft window. Once it has been completed it will them move to your inventory if spots are available. Drag and drop it do your tool belt and use it to chop down trees using your left click button.