The Flame has instructed you to create shelter that will allow you to become Rested between adventures. Being Rested will increase your Stamina and Stamina Regeneration temporarily.

To become Rested, you must spend time in a warm and comfortable environment. You can add Comfort to your home through furniture and decoration.
Additionally, you must be sheltered, sitting, or lying down. To create shelter, you must first craft a Workbench.

Craft or obtain a Workbench to proceed!
The Workbench recipe is available in your Manual Crafting tab.

The Workbench can be used to craft many rudimentary items. It is especially useful for crafting Building Blocks.

Building Blocks are used to create structures around your Flame Altar. These structures, such as walls and ceilings, can provide you with shelter.

Use the Workbench to craft Rough Wood Blocks or Rough Stone Blocks.

You've made or obtained suitable Building Blocks. They will be useful for creating structures and shelter. Both you and other survivors will need shelter to function.

The Blocks must be placed with a Construction Hammer.

Craft or obtain a Construction Hammer in your Manual Crafting tab or at the Workbench to proceed!

You've crafted or obtained a Construction Hammer.

The Construction Hammer can be used to build structures with Building Blocks around your Flame Altar.

Place the Construction Hammer in your Action Bar and select it. Enter Building Mode and select the desired "Blueprint" and Building Block.
"Roof" structures require roof material blocks.

Use the Construction Hammer to build something around your Flame Altar!

Learning how to create basic structures with the Construction Hammer and Building Blocks has enabled you to build shelter.

Being sheltered fulfills one of the 3 conditions needed to become Rested: shelter, (or sitting, lying down) warmth, and comfort.

The next major condition you need to understand is warmth. You're warmed by spending time near a fire, such as a Flame Altar, campfire, or fireplace. The latter two are also necessary for cooking food, which provides helpful buffs.

Craft or obtain a fireplace to proceed!