How to survive in the middle of a storm?

Dig out a hole, then close the top. you can do this by holding alt with the terrain tool.

iDigitalTimes has a "'Astroneer' Beginner's Guide: How To Research, What To Build First And Other Tips." In the section at the bottom titled "Other Tips" they mention this as a potential way to survive a (sand) storm:

If you see a sandstorm on the horizon, and you’re far away from your base, dig a small shelter into the earth. Make sure there’s an area to the left or right of the door for you to duck into.

I'm sure there are other ways to ensure your survival that will become apparent as the game progresses beyond its current "early release" stage.