Right, kulpae. I get that, and that is what i expected. However, when I play, that doesn't happen. For example, I tried it again. I punched the crap out of some sheep. This allowed me to put down some concrete blocks (likely they are actually wool). I explored until nightfall, finding only the usual farm animals and flowers. When it got dark I repeatedly jumped and put concrete blocks under me, so that when the bad men come they would not kill me. I watched a spider, some zombies, and a green creeper thing for a while from my woolen perch. Eventually I got restless and accidentally fell off. I ran and some jerk shot arrows at me. I rounded a corner and, weakened from my fall, a zombie killed me. Where is this gameplay depth you speak of?
Well, at daytime I enjoy building my empire and when night breaks in I defend it (or when I can't, I hide).. .
I must admit, that minecraft alpha makes much more fun, than classic... well with classic I tried building some houses or towers, that's all... nothing more... but with MC-Alpha I have much more fun extending my buildings, looking for rare ores, be off to the sea and explore new places... I'll make a youtube video of my "work", so I can show off a bit

If I can put this world (MC says its 20MB huge, but on my hdd its > 120MB) to a minecraft server, so others can join, colonize islands and we could trade and so on.. that would be cool

So as you can see, the fun lies not in the goal of the game (like in real life, nobody gives you objectives, when you come into this world...), but in the process of achieving something, that the player choose for himself.
If you don't set your own goals, you won't achieve anything and thus it won't be fun. Use your imagination and build something (tower, house, cave,...), then try to expand it or look for better materials and enhance your building ... or look for redstone and build complex
logic circuits...