Cover
Using cover is important as a ranged combatant, but doubly so for the ever-squishy wizard. Level 1 is a time when enemies with shortbows tend to show up a lot, and wizards tend to attract incoming fire. Moving into cover at any opportunity will vastly increase the longevity of the wizard.
The Dodge Action
Not often used, the dodge action grants a significant increase to not getting hit, and while it does require your action if the wizard is in a situation where enemies can strike them, they are often better off doing this (and surviving to cast spells on a later round) than to cast a cantrip.
Casting Mage Armor
Although it uses one of their 2+1 spells per day, and the loss of utility compared to a Burning Hands or Thunderwave is painful, that +3 to AC (effectively) is very meaningful when enemies often have low to-hit.
The Disengage Action
Opportunity attacks are often a situation that will cause a wizard to go down. In level 1 fights, it is often better to move away from enemies rather than to stand and fight, for a wizard. Only if you are fairly sure the enemies adjacent to the wizard can be defeated before they can act should the wizard attack rather than flee. This goes triple for any hard-hitting enemy (an orc with a greataxe, say) who could potentially instantly kill the wizard.
Establish a marching order
If more heavily armoured/tougher characters are significantly ahead and behind the wizard, it makes it less likely the wizard will be struck by traps, melee attacks, or be in line of sight of archers. A 15' separation between front marcher, wizard, and then another 15' separation from rear marcher generally will work best given typical trap ranges and line of sight.
Scout using your familiar
The familiar is one of the few things a Wizard has going for them at level 1. Small and often with good traits for scouting, using the familiar to figure out where enemies are will often allow the wizard to avoid painful or fatal ambushes.
Have the familiar keep watch
A familiar keeping an eye out for trouble will potentially spot hidden enemies, especially if it is a familiar with the keen hearing and sight trait, granting it advantage on perception checks. This helps avoid the 'ambush followed by dead wizard' problem, as Surprise is especially deadly for a low hp character.
Prepare Shield
Although if you have already spent 1 spell slot on Mage Armour using shield uses up your entire allotment of spells for the day (pre Arcane Recovery), it's better to survive than to potentially roll an encounter with burning hands. If focused on survival, negating the hit that would knock you out/kill you with Shield is superior to doing damage especially if your party can win the fight regardless.
Move, shoot, then move
Movement can be used both before and after your Action. Nothing stops you stepping around a corner, using Fire bolt, then stepping back around that corner with the rest of your movement. And you should. Most ranged combatants have better armour than you - if anyone should be hiding around a corner sniping at enemies from afar, it is you. Let the people with splint mail and d10 HD attract most of the heat.
Drop Prone
It's often a good idea as a ranged combatant to drop prone, giving enemies disadvantage to hit you with ranged attacks. As a wizard, this can be even more vital, as while a Ranger may wish to move to gain LoS on enemies, or a bard or rogue may end up close to melee and thus be in danger of enemies moving up on them while they are prone, the Wizard with long-range cantrip attacks and low hp and ac is often far more advantaged by hugging some dirt whenever there are arrows in the offing.
Don't be in melee range or line of sight of archers
Dodge, Disengage, and shoot/move/shoot are means to avoid being in melee range or line-of-sight of archers after ending up in that situation, and finding Cover, dropping prone or casting Shield are means to mitigate being the target of ranged or melee attacks. But by far the best way to avoid being hit is to stay away from enemies, ideally at max Fire bolt range where you can assist your allies while remaining as safe as you can from being killed. Marching order, familiar scouting, and familiar keeping watch are all tools to help achieve this state, although they are imperfect and won't ensure it on their own.
Ultimately part of being a wizard at first level is doing your best to be as canny about entering danger as you can. Caution is a very important part of this, as is scouting, trapfinding, and having a party that shares your concerns and will aid you in not getting crit in the face with a greataxe. Simply hanging back at all times could lead to the wizard dying when the party is attacked from behind, likewise sticking close to the fighter might backfire when a pit trap opens up and the fighter toughs it out but the wizard goes down (or even dies). What is most effective will be variable and dependent on situation (and even on skill checks). However the above Actions, ideas, and spells will potentially allow even a disastrous situation to be recovered, and, via hasty beating of feet, the wizard to once again retain some modicum of safety.