https://starbounder.org/Protection_PackThe first EPP(Environmental Protection Pack)you can make in the game is a Breathing EPP at an Anvil. This EPP will allow you to survive underwater and in the vacuum of space. You'll need six Tungsten Ingots, ten pieces of glass, and one Living Root. You make the ingots from Tungsten Ore, which I don't recall being available on the first planet, so you may need to fix your ship first as part of the main missions of the game. Glass is made from sand, and certain enemies will drop Living Roots, more plants based monsters I've found.
After creating it you'll need to find an augment for EPPs. You can find these in chests, and even from quests. You will also be able to purchase them from a couple NPCs, after a certain part of the main quest. After finding one, slot it in your EPP, and this will unlock.