As stated above, you need to be prepared with supplies because you won't be given them for free (They show up eventually, but it's random when and there's a good chance you won't be around camp when it happens) and you're dumping into a random area.
Expect things to do a lot more damage, especially when you're first starting and haven't had a chance to improve your armour beyond Low rank stats/pieces. It's a good idea to find some High rank (They have S at the end of their names) armour fairly quickly since they tend to have better/more skills and will give much better defense.
All gather, carve, shiny, and reward (Break/capture/(sub)quest) items are now on different tables with higher rank stuff. These are needed to make/upgrade weapons/armour to High rank levels as well as to make many of the better decorations and some of the combinations. As a result, you'll often want to gather from spots and carve from monsters you previously stopped caring about since you can get new things from them.
Also: Buy a Powercharm (from the hub shop. It never goes on sale, for the record) as soon as you can and always bring it with you. You get a +6 boost to attack just by carrying it. Eventually you'll be able to upgrade it to a Powertalon with a Deviljho Talon, which gives +9 and stacks with the charm (so you'll need to buy a second). This free damage and it adds up. The Armorcharm is less important and is more a personal choice, but it's free defense if you can afford it and have space to carry it.