As well as places you can build, when you load into the game unless you change the naturally generated features, there are normally some naturally generated structures. These normally involve traps or very hard to beat animals, but all have some sort of reward.
The most common blocks to build with are the most basic ones, wood. There is more oak trees then any other tree in minecraft, so the most common one to build with is oak. Most structures, especially houses, are usually based around oak wood with other blocks on top on it. To get oak wood all you need to do is chop down trees.
In minecraft building, there really isn't a 'how to'. As you can see in the above images, there is a massive range of builds people are able to do. Some are nice, some are extremely chaotic, it just depends on what you as a person want to build. All you need to know is that you right click to place, and left click to destroy, and then you can build whatever you want. There is no specific rules for building, just go crazy, and have fun.