Mine was four tall wooden walls. No roof or door, just something to keep the zombies at bay until the sunrise. Of course, I didn't realize that I'd built it under a tree, and zombies, skeletons (and worse...) spawned up there all night and dropped on top of me until I walled off the top into a makeshift roof.
The next morning, I noticed I was near a nice beach so I went and immediately built an enormous sandcastle, but not realizing that sand was affected by gravity, I wasn't able to build an easy path in or out. I spent the night there, but I had built steps to get inside so skeletons kept jumping up there and shooting at me.
When the sun rose, I returned to my first place and tried sprucing it up and making it more livable. I experimented around and figured out how to build a furnace, and as I was trying to figure out how it worked and what it was for, night fell and zombies snuck up behind me (I had no door) and killed me.
Respawning, I couldn't see anything I recognized, so I hunted around for my buildings, and couldn't find them, so I counted them lost forever. I built a new house in the field I spawned in, and holed up in there while I alt-tabbed to read the FAQ.
After a few days of building, my house was in good shape, and I was working on an enormous castle to laugh at creepers from. While at the top, I noticed a mysterious glow in the distance, and spent the next day trying to find it.
It was my sandcastle...