first of all you need to build a oxygen chamber along with water and power to get it working. after you build those you need an air lock. You need power , water , dorm , and a canteen. later you'll build a mine and a processing plant to keep your supplies up. also in the tutorial they will tell you to build a medical lab, and a landing pad for more colonist ships to come.
what went wrong?
nothing went wrong , the tutorial was pretty straight forward and explained everything pretty well
make sure you build the essential stuff ( o2 generator, water extractor, airlock, dorm, canteen. ) first and fast so you don't die. then build whatever you think is necessary. for example, if your using a lot of metal i would build a mine and a metal processor so you don't run out.