Now yes, it is true that the possibility that you will have to survive under conditions which you would be totally nude is astronomically remote, the reason I like the show is that it tests your knowledge under a "zero resources" scenario. You have to build, create, hunt, fish, forrage for EVERYTHING.
I also find it interesting that pretty much EVERY TIME someone violates some of the cardinal rules to survival they end up not making it.
Let me highly recommend that you watch the show for two reasons. First, it helps you go, "well that was stupid" when you see people doing something dumb on the show (so that you don't make the mistake). However there are a couple of things that I've seen on the show that I really liked and plan to add to my skill set (like the gal that weaved hats and all kinds of useful things out of local plants).
That said, let me go through a couple of cardinal rules to survival.
A human can live without food or shelter for often very long periods of time (two plus weeks without food, longer than that without shelter). However a human can live for about 3 days without water and can really only function for two days without it.
Therefore, in any survival situation water is always your first priority. However, DO NOT EVER drink water below 10,000 feet without treating it by boiling or iodine first. In a "true" survival situation where you don't have iodine, that means boiling the water for two minutes before you drink it.
THAT means that you have to build a fire AS SOON AS POSSIBLE to give you the ability to boil water.
Fire gives you several other benefits as well.
HOWEVER, if you can't create a fire to boil water then please know that if the leaves are green they probably have water in them. You can gather a bunch of leaves, stick them in your hand and crush them to drip some water into your mouth. It doesn't give you much, but it's better than nothing and can "get you through" until you can build a fire or do something else to obtain fresh water.
IMPORTANT NOTE: Always gather leaves from a single plant and "test" the water you will get by squeezing into your hand first. If the fluid that you squeeze out is any color other than clear or a little green DO NOT DRINK IT. This is especially true of the fluid is milky colored (a good indication the fluid is poisonous).So, always, always, always, worry about water first. In any survival situation you need water. Even if you have the ability to treat water (e.g. iodine) you want to build a fire as a very close second priority as it helps to keep the wild animals at bay.
Now, unless you have a real fear of the fire spreading ... for crying out loud please build a fire large enough that you can use some pretty good sized logs in your fire. That will prevent you from having to constantly tend to it and if the flame itself goes out the larger logs hold heat and keep embers longer.
Once you have a method of obtaining water (and there are a number of ways of doing that and I will be covering them over the next few posts), and once you have a fire going, THEN think about shelter.
Once you have a way of getting water, have a fire, and have shelter, THEN get going on food. The method you use to get food will greatly depend on your specific location.
As always, hope this helps.