Early on in the game when you can't afford farms and shops to feed your folks, you can build a fishing dock, you'll find them in the "Industrial" group of buildings. Find some water, the dock needs to be within 5 blocks of any water (not frozen water).
Place your building constructor about 4 or 5 blocks back from the shore and it also looks better if you place it down one, so that it's level with the top of the water. This is not essential, but looks nice.
Building the dock is really cheap, you'll need some planks, and a few fences. Once built, right click on the control box provided and hire a fisherman (or woman!). They'll fish all day and catch about 5 or so fish per day, this will feed up to 5 folks, so is ideal for the beginning where you don't have that many.
As your population increases, you can build more docks or you can move onto crop farms and/or livestock farms. These will feed a lot more people, but you will need to build a shop to sell their produce. For example, a wheat farm will need a bakery to sell the bread made from the wheat.