Sometimes coal is exposed, sometimes you have to dig a little. If you hunt around you SHOULD find some, eventually. Once you get into a groove with mining, it's never too hard to find what you need in your exploring.

It reminds me a lot of rouge-likes in that there are so many little details that aren't explained outside of other players, experimentation, or just dumb luck.

Here's a single player map generator I'm going to try soon that I'm hearing fun stuff about: Primordial Desert - It creates this desert world with very few trees and resources. It makes traps and more intricate dungeons that you'll find in the normal game. Looks pretty neato.

Edit: That site Enron linked is great! Wish I had seen it. Their basic tutorial is much better than that other one I dug up: duplo-time!

But yeah, come into multiplayer soon. It's basically like we're all playing single player games and doing our own tang with the ocassional "come check this out" :)