TOUGH THINGS

Your First Problems

SPAWNING

When you save the game and exit, after that when you start the game again....
The problem is there. Everything in that time is alright but you were removed in your first spawn point.

So, this is the problem, right?

Solution is,

You can craft a bed to set your new spawn point.

That is the only way you can set a spawn point.

The Bed is an item craftable at a Sawmill. To craft one, you need 5 Silk and 15 Wood. The Bed allows you to set your spawn point wherever the bed is placed. Your spawn point will be reset if the bed is destroyed. Note: Using 10 cobwebs make 1 silk at the loom.

For a Bed to function properly and allow you to set your spawn point, certain criteria must be met similar to room requirements for spawning NPCs:

• The Bed must have enough space. An 8 block wide and 4 block high (interior) room is minimum, as such a 10x6 box overall is required. For ease of placement: this is the full lateral reach of a player, with the maximum vertical reach.
• The room's exterior walls must be crafted from material other than dirt, such as Wood, Stone Blocks, bricks, or Glass (even Wood Platforms will work, although this offers no protection from monsters).
• The background wall must also be placed. Walls mined from the Dungeon are acceptable, as are Dirt Walls so long as they are placed by the player (not naturally occurring). Dirt Walls existing from world generation must be removed and then replaced with crafted Dirt Walls in order to work for NPC rooms.
• If the requirements are met, right clicking the bed should set your spawn and show the message "Spawn point set!"
• You cannot, however, physically "sleep" in the bed. 

MINING TECHNIQUES

Required Items:

• Grappling Hook, Ivy Whip or Dual Hook
• Any type of pickaxe or drill
• A high amount of wood or wood platforms
• A light source
• A Wooden Door (see below)

Just dig a two- or three-block-wide hole going down, bridging the area between with wood platforms every time the last one placed has moved off the screen.
This is very useful for discovering caves and the Underground Jungle, as well as providing quick access to The Underworld.
The best part is the quick ascent, as you can use momentum if you are quick enough with your clicks, the biggest con is that you need a lot more wood compared to other techniques.
To reduce the use of wood and increase mining speed, do not build wood platforms. Instead, use a Lucky Horseshoe (which negates fall damage) and a Magic Mirror (to return to base quickly).
For a safe and quick way down to the Underworld, assuming you don't have a Lucky Horseshoe, bring a few buckets and make a two-block-deep pool of water to fall into. This must be placed just above the Underworld, however, as water cannot exist in the Underworld.

Ways to improve your mining efficiency

1. Upgrade your equipment regularly. Better pickaxes mean faster mining. If you carry a Nightmare Pickaxe as well as a Molten Pickaxe then you have the ability to dig through dirt, mud, and sand extremely quickly. The Nightmare Pickaxe should be used on these types of blocks due to its faster swing speed and it takes the same amount of hits per block as the Molten Pickaxe making it more efficient. The Molten Pickaxe should be used on all other materials as they take two or more hits with the Nightmare Pickaxe whereas the molten pickaxe has the higher power so it is more efficient when mining harder types of block. The use of Feral Claws or Shadow armor (melee attack speed enhancing items)makes you swing the pickaxe faster, but the actual speed at which the blocks are mined remains the same. Still, the use of such items can be a good idea for certain mining situations, where you have to protect yourself from the enemies. These situations include meteorite ore mining (swing your pickaxe faster to defend against Meteor Heads)and hellstone mining (to defend against Fire Imps).
2. Mining with a friend makes it go by extremely quickly. You can increase your speed about 300% in multiplayer. One player can aim at blocks on one side and the other can focus on blocks on the other side. Since there's no mouse movement, you move downwards at an extremely fast pace. This is even more efficient with a drill and it can allow you to make a straight shaft to the underworld in a very short amount of time. Or more time depending on your type of pick/drill.
3. If you can't mine with a friend, make sure you're mining only two blocks width. If you have a hole 2 blocks wide, you can easily click and hold the left mouse button, moving the cursor back and forth quickly (so long as your pickaxe is strong enough), instead of moving your mouse around. You hardly have to move at all if you click in the right spot (aiming directly under your feet when standing in the middle of the two blocks).
4. If you come to a choice between stone or dirt and do not have a Molten Pickaxe, dig through the dirt, as it is faster to dig through with any other pickaxe, while the Molten is the same speed for either.
5. Potions can greatly enhance your mining trips. By bringing potions such as the Spelunker Potion, the Shine Potion, the Hunter Potion, the Gravitation Potion, the Water Walking Potion or the Swiftness Potion you can see all the hidden gems that you would have missed otherwise, or save on torches by becoming one yourself, or see mobs like worms, or outrun skeletons, or walk on the ceiling or walk on lava unscathed. 

Digging through Water

If you dig through water and don't have a water accessory/potion you might drown and lose your coins/items.

Requires

• A pickaxe
• A light source
• A supply of blocks to be placed (Dirt, Stone, etc.)
• A few Gills Potions (if desired)
• Dirt Rod (Optional)
• Wooden Door (Recommended) 

Digging Downward

When you come across water while digging downward, place blocks in the water where you want the walls of your tunnel. Once your tunnel is completely sealed off from the rest of the body of water, you'll need to drain the water inside its walls. If there is a natural cave handy, you can dig an outlet to let the water drain into that. Otherwise, dig a cavity from the bottom of your tunnel, allowing the water to drain into the new reservoir. Seal off the drain and continue on your way.

Digging Crosswise

This is performed almost exactly the same as digging downward, except that you'll want to place blocks behind you before you dig into the water, to avoid flooding your tunnel. As before, place blocks to form the ceiling and floor of the new section of your tunnel until it is completely sealed off from the body of water. Then drain the water into a cave or reservoir and seal off the drain. You can then unblock the old section of tunnel and continue on your way.
Also, if you are in Multiplayer, it is convenient to have 4-5 players, as you are three tiles high, one person takes the top block, one takes the middle, and the other one takes the bottom, causing you to mine three times faster than in Singleplayer. Plus, you will have one or two others, one to defend, and one to hold/place torches. If you only have one other, they can have a weapon, and when it gets dark switch to a torch, place it, and return to their weapon, while the other three continuously mine.

Pumping Water

If you have access to the required Pumps, Wires and Timers, the process of draining the tunnels can be made much easier. Instead of digging a drain from your new section of tunnel, you can pump the water from it to any nearby cave or reservoir. Simply place an Inlet Pump at the lowest point of your tunnel and wire it to an Outlet Pump where you want the water to end up. Attach a timer to the circut and watch as your tunnel is automatically drained of water. Reclaim your equipment and continue on your way.

Constructing Air Pockets

When digging underwater or exploring flooded caves, you may run out of breath far from the surface. To avoid drowning, tunnel into one of the walls a little way then mine the two blocks above your head so that it forms an air pocket. Either jump or grapple up into the bubble to get a breath of fresh air.

Digging through Lava

No solid blocks can be placed in lava, so digging through lava can be a problem. Also digging in horizontal direction through lava is not recommended, because it is difficult and expensive. Although, the water method is still feasible as the lava itself is converted into Obsidian.

Requires

• Any pickaxe
• A supply of Sand or Silt
• A light source
• A few Obsidian Skin and Gills Potions (highly recommended) 

Digging Downward

This works much the same as digging through water. The biggest difference is, of course, the extremely hazardous nature of lava. Sand or silt blocks must be dropped into the lava in order to form the walls of your tunnel. If you want the walls to be made of some other material, drop them an additional block to either side, so you have room to place the permanent walls before reclaiming the temporary ones. It is extremely useful to have Obsidian Skin Potions at this point. You can then jump into the lava-flooded tunnel and drain the lava exactly as you would water (with or without pumps).
If you do not have protection from lava, you will have to tunnel all the way around the lava and dig a reservoir (or locate a natural cave) to drain the lava from your tunnel into. You must be certain that the reservoir is large enough to hold all of the lava, otherwise expanding it may be very time consuming. Finally, connect the reservoir the lowest part of the flooded section so that it drains completely. Be careful doing this so that no lava touches you, of course

Using Water

Vertical and diagonal tunnels. Bricks placed for appearance.

• A Nightmare Pickaxe or better
• A supply of water
• A light source
• A few Gills Potions (highly recommended) or a Neptune's Shell

In this method you flood your tunnel with water, so that it turns lava into Obsidian while mining downward through it. Newly formed Obsidian will become the walls of your tunnel (but can be replaced). Using water you can also dig diagonally downward. Also you may want to use some method for breathing underwater, because the tunnel will be flooded. The Gills Potion is particularly useful because air pockets tend to clutter the tunnel. Note that this method is not applicable in the Underworld.

Mining Hellstone

Digging through the underworld presents unique challenges, particularly in managing the lava spawned when hellstone is mined.

Requires

• 1 or more Buckets (for moving lava)
• Nightmare Pickaxe or better (for mining hellstone)
• Ash (one stack should be more than enough for a moderate hellstone mining trip.)

When you reach the hellstone vein, surround it completely with a layer of ash blocks. That way, when the hellstone is mined, the lava it generates will be safely contained. While standing outside the barrier of ash, mine the hellstone vein. Remember that only the items within 3 blocks will be picked up automatically.
If some hellstone is out of reach, either drain the lava into a reservoir or use buckets to move it. After ALL of the lava has been relocated, remove the ash barrier. Create a new barrier against the remaining hellstone like before, then continue mining the vein.

Alternative Methods

Obsidian Skin
Players can be inside the barrier while mining. Simply drink an Obsidian Skin Potion (for lava immunity) and mine the hellstone while the Obsidian Skin buff lasts. Keep an eye on the time remaining on the buff, to avoid any unfortunate mishaps. When finished, exit the barrier from the top, so that the lava does not escape.
Potions method
Having access to materials for Obsidian Skin Potion and Gills potion can greatly speed up and simplify mining - just drink both potions and jump into lava. Most monsters do not spawn in lava and there is no need to waste time (and potions!) on avoiding chocking.
Reservoir Displacement
Alternatively, dig out a reservoir below and to the side of the vein. Construct a platform from which to mine the hellstone safely out of the path where the lava will flow. Allow some time for the lava to drain into the reservoir each time a block is mined.