Maybe you ended up there because you got lost, or maybe you wanted to explore. Whatever the reason, you are trapped in a desert and you are in need of shelter for when night falls.
Day 1 Desert Shelter layout
First lay out an 11x11 square by digging a 13x13 trench, 2 blocks deep. Dig the square one deep, then go back and dig it 2 deep. Start by putting down a marker, then dig one block at the marker, then dig 6 blocks in each direction from the marker. That's the first edge of your square. From the ends of that first trench dig up 12 blocks from each end. Check the lengths are both 13, then join the last side of the trench.
Digging on a flat section of desert you will collect 93-94 sand digging these trenches. To complete this design you need another 22-23 sand. Getting 128 in total is not a bad number. You should also collect 12 cacti, or an absolute minimum of 4. If dirt is available, collect 16 dirt, or an absolute minimum of 12. If dirt is available you need 64 less sand, so don't worry about sand, you will have plenty just from digging the trenches.
Lower walls and pits
Now in the center of your 11x11 square, build a 5x5 house. Start the doorway opposite your marker, 3 clear blocks distant. If you are in a hurry skip the corners (as shown). Build the walls 2 high, out of sand. The pits are one deep. They are to stop zombie children coming through your open 'windows' and 'doors'.
The first level of the house (1 block high) is as below. Leave an open space for the two doorways. Dig small single-block pits beneath where the window openings will go. Dig semi-circular (5-block) pits around the blocks of sand that will form the lower half of the two 'doors'.
The second level of the house (2 high) is as below. Place cacti on the top half of the two 'doors' (maybe later when you are closing up for the night). Leave a one-block open space for the upper part of each of the doorways and for each of the 'window' openings.
Roof and lintels
The third level of the house (3 blocks high) is as below. Use dirt or sandstone for these blocks above the doorways, window openings, and forming the roof, as they need to ignore gravity whenever there is air beneath them.
If you did not find dirt, craft some sandstone right away. You can easily create 16 sandstone from the sand you dug out of the trenches. You need a minimum of 12, but 16 is an efficient number (craft 64 sand) and allows some spare in case you make a mistake. Running out of sandstone can get you killed on your first night!
If you don't have time or materials to do the corners, don't worry about it, do it the next day. If you have even more time and materials, add a second set of 4 cacti, each raised on one block of sand to match the others. This is so they are safe for you to bump into, but not safe for spiders to climb over.
You now have a spider-resistant roof that will grow into a semi-lethal spider trap in a day or so.
It's probably dark by now, so get inside, but you can make some finishing touches on the inside of the house for added safety. Dig down one block in each of the interior corners. This gives you stress-free space to hide if mobs get close, or from ranged attacks. Leave the blocks by the windows and doors in place so you are able to look out. Leave the one sand block in the center of the house in place so you can pillar-jump up through your skylight to take a quick, careful look around.
Keep a few blocks of sand handy in your inventory for pillar jumping. And in case you get really freaked out and just want to rest, you can block up the 'window' openings.
Day 2 and 3
If you develop your shelter by adding an outer ditch (spaced 3 blocks further out), and add denser layers of cacti, and finally a pillar to help you navigate home, it will look something like this: