Hey Greazy.
Actually, On the contrary, this is a great game to just play here and there. You save by exiting the game. Doesn't matter what server you rejoin, you'll be placed at exactly the same place you left off with all the same equipment you possess.
With that said, make sure you leave the server at a "Safe" location. I learned this the hard way once when I thought i was safe in a shed, and when I rejoined, found myself mauled by zombies and died upon rejoining. Needless to say, I learned my lesson.
Also, we don't always play on one specific server nor do we all play on the same server.
I myself died and am still trying to get materials. So I look for a day server (not night) that has a low population of players on. This maximizes my chances of finding items I need and also minimizes the chances I will die from another player.
As for where to go in the server, I know its hard without a compass, but most of eGO folks are located around the NW airfield.
Here's a map:
http://dayzdb.com/map/chernarusplus
Basically what you have to do is run around a town till you find the name of the town on the street. Then go further until you come across one of the blue street signs with arrows that tell you which direction and how far the next towns are. Look on the map link above, locate yourself, and try to go from town to town, trying to get closer to the Northwest airfield.
Its easy to be turned around, so try to find a compass and backpack and an axe. Also, stock up on food and water.
Let me know if you need help!