If you don't like to live in a city, you can build your own home with four wall and a roof, you can also build a farm and other buildings like storage rooms. But be careful, zombies can destroy your home so defend them with defense systems like a wooden spike trap, or with more advanced defense systems. Have fun, and remember to get an axe (and a saw to speed up the crafting time) and be sure to level up the Craftsman ability!