Stones are a major resource in The Wild Eight. Stones are used for several early weapons, such as Throwing Rocks, and come into play with most early structures and their functions. They can be refined down into Ore, making them hugely valuable. Because of this, it's a very important resource, and should be hoarded. As with other resources, the best way to do this to construct several Chests wherever your principal starting point is, and spend a decent amount of time simply harvesting resources. A full chest of stone should last you through most crafting paths in the early parts of the game, though obviously more material is needed for advanced Recipes.
In-Game Menu Summary
Gathered from boulders found in the world.