At first this world my not look like much, you spawn in a standard birch/oak forest, but there's so much more. Heading south, then east will bring you to a huge village with a blacksmith. The blacksmith's cottage has a saddle in the chest, and there are plenty of horses nearby for you to tame!
Not far away is a HUGE mesa/canyon/etc biome for you to explore with your new trusty steed!
There's plenty of resources as well, considering the forest biome that you spawn into, and a bit further into it, it shifts into a mushroom/dark oak forest. There's also a swamp biome in the world if you want even MORE exploring to do!