Instructions
Create a wooden pickaxe at your crafting table using the wood found from trees.
Use the pickaxe at any spot in the game world. After a few feet of digging through dirt or gravel, cobblestone should start appearing.
Use the pickaxe to mine the cobblestone. For every block of cobblestone you destroy, it is added to your inventory. You can hold 64 stone blocks in each inventory slot.
Right-click on your furnace.
Drag the cobblestone from your inventory to the top slot on the left side of the furnace. Place a heat source, like coal, in the slot below it. When the arrow to the right of the fire icon turns white, one cobblestone is turned into one stone block on the right side of the furnace.
Drag the stone block from the furnace to your inventory.