Going to the Plains for the first time (on purpose) can be a pretty daunting experience. Here's a list of things I've learned and wish I would have known going in, as well as some tips to insure success.
Before you go, drop a portal in your base and bring the mats for a connecting portal with you. You'll probably die until you learn to handle the Plains, and having a portal to get back will make that experience a little bit less painful.
Make sure you're ready to be there gear-wise. I would recommend a level 2+ Frostnyr, a silver shield, and a max level set of wolf armor. It's certainly possible to be there with worse gear, but things hit harder there than anything you've encountered previously and they also roll way deeper. You're gonna get merc'ed. A lot. A bow with frost and poison arrows will also be useful.
Dealing with deathsquitos is actually very simple. If you have decent gear they don't actually pose much of a threat. Simply wait for them to begin their dive attack on you and swing once and one shot them. You get in trouble when you freak out and try and sprint away or swing wildly when they're flying and waste all your stamina.
Loxes are very easy to kill and even if you don't have a Barley factory setup yet, simply cooking their meat is going to be one of the best food buffs you'll have access to. To deal with them, simply shoot a single one of them from range with a poison arrow to get it to attack you. Loxes one at a time are one of the easiest enemies to deal with–you'll only get in trouble if you try and dive into a herd. They only have two attacks and both are trivial to parry, they either pull back a little and do an attack, or they rear back and do a stomp, but the thing is the stomp takes so long that even if you treat every attack like it's the fast attack, you'll have enough time to recover and reattempt your parry. Just parry every attack and launch a full combo, repeat till they're dead.
What about the Fulings? Well, they're certainly the real threat of the Plains. One at a time, they're also pretty simple to deal with–think of them as skeletons and skeleton archers on steroids. If you're only fighting one, it's simple enough to parry them and then use mace special attack to one shot them.
Okay, with that, you should be prepared to deal with everything the Plains has to offer, except of course, Fuling villages. There are of course several strategies to deal with them, but what I recommend is the following:
Scout it out a bit first. With a fully charged undetected bow shot, you can usually one shot Fuling Shamans, and you absolutely want to do this before you dive in. They shield themselves and the other Fulings and they have a super annoying ranged attack with a huge knockback that will make dealing with the other Fulings very difficult. I recommend doing hit and runs until you deal with all the Shamans. Berserkers are big and look scary, but they're really not any more dangerous than the normal Fulings.
After that, it's still worthwhile to attack the villages from range to pick off a few Fuslings and to hopefully fight smaller, more manageable packs of 2 or 3 Fulings. With damage as high as they have, it's worthwhile to err greatly on the side of caution.
Okay, but what about when things don't go according to plan and you find yourself mobbed by 10+ Fulings? Well, there is a way to deal with that. Bonemass' Forsaken Power makes you damn near unkillable for 5 minutes. Popping it, and using an upgraded Iron Sledge with a stamina potion will allow you to just stompy-stomp all of them while taking 2-3 damage a hit.
- Alright, sweet, so you cleared your first village! Time to take all that Flax and Barley and go make awesome food and gear right! Well, no actually, and this was a big mistake I made on my first time to the Plains. Fuling villages do not respawn. Flax and Barley can only be planted in the Plains. Instead of just spending all the Flax and Barley you find, it is a much-much-much smarter idea to invest it. Bring a Cultivator along with you and cultivate the entire Fusling village, ideally one that is very close to the portal you placed. Now just plant all the Barley and Flax you find. This will allow you to invest your plants into all the Flour and Linen you could ever need! If you don't do this, you'll find yourself in a situation where you might be desperately searching for additional Plains biomes to find more villages, because again, they don't respawn, and they're the only source of both Barley and Flax. Flax is the key limiting factor on crafting end game gear (it rains Black Metal in the Plains, and a single trip will give you more than you'll ever need).
The last tip I would give is Respect 2* Fulings. Seriously, these things are no joke. Even with maxed out gear and 100 armor, if you aren't running optimal foods they can one shot you from 100% HP. When you're clearing villages, keep your eyes peeled for Fulings that have different palettes. If one of the Fulings running at you is a 1* or 2*, if they're not alone, it's probably worth retreating and coming back with a plan to isolate them. You really do not want to fight a 2* Fuling, and you especially don't want to fight one that also has a group of other baddies helping it.
So yeah, I hope this was helpful; let me know if you have any questions and happy hunting!