Maybe then you'll hear the words I been singin'
Funny when you're dead how people start listenin'
-- If I Die Young (by The Band Perry)
I'm Contig, you might know me as a day 1 mislynch in games like Massacre in the Village 4, Mysterium Werewolf 2, and Random Role Set 20.
Someone has to be the first to go, and when the game has just begun, there's not much to talk about. Players have to vote based on just one day's information, no prior vote history, and very limited mod-confirmed information.
As a new player, you might feel like shutting down and/or giving up if this happens to you, but here's alternative recommendations.
Join dead chat
In real life werewolf games, it's harder to discuss the game, due to the risk of players overhearing, and the mod being busy with the game.
Online, it's easy for players to join a chat room and discuss the game. As the game goes on, the chat room slowly gets bigger and it's fun to go from a more critical environment in game to one of realization and commentary.
Get spoilers (or create them yourself)
Some games are spoiled, so you can see all the roles when you die. In games that are not spoiled, the mod may allow sharing of results from your mod chats, allowing you to slowly get information as players die.
But it's also fun sometimes to follow along in the game without spoilers, or at least wait a few days and guess yourself.
Discuss what happened
If there were particular reasons for getting voted, now is a great time to discuss it in dead chat, while it's fresh in everyone's mind. The player who's nightkilled will be joining you shortly, and you can discuss it more with others the following day. If there's other villages in the game, you can discuss how they got chosen and get an outside perspective.
You can also get their reads and compare your impressions with theirs. Players can interpret the same posts in different ways and come away with a different impression.
Sign up for another game
Finally, if you've done all the above and still want to play, sign up for another game. There's frequently new games starting, and you can always come back later to your old game to see what's going on. You might even see some of those players in the new game.
Hopefully you take it as an opportunity to stop, watch, and comment rather than a time to give up. It can be annoying to being out of the game when you've just started, but there's always the next game.
I may or may not be a Wolf
I second everything Contig has said here.
I'd add that it can be really frustrating if you don't know what you did 'wrong', but you just need to remember that, at best, only one other person in the game can know you're not a Wolf at this point, and the vast majority of the time, none will. And there is a team of people who are actively trying to get anybody who isn't them voted out, and so you, for them, are a target to push the kill on to. You normally don't do anything 'wrong', you just get caught in the current.
I don't like the spoilers bit. I think we've become too dependent on them and it muddies opportunities for legit analysis. Spoiled people are often saying "It's SO obvious" at the end, when if they weren't spoiled they would have a harder time. I also think despite best intentions and generally good behavior, it can affect concurrent games when you know someone is a living wolf sneaking by in a different game, which is just a terrible deal all around. So boo to spoilers I say and just keep honing your skills by playing the game.
I was really annoyed one time when I was lynched D1 of a 19er. How could they possible not appreciate the talking points I was getting at? I figured out 5 of the 6 voting me were evil, so there's some irony appreciating that.
I'm the king of D1 death.
Just switch to one of the six other games you signed up for since you know you'll be killed in four of them.