The only reason industries die is if you don't provide them with their basic resources and/or do not get their subsequent finished product out. If you do all that not only they won't close but they'll boom and you'll find yourself with much more products to haul around. I call that "nurturing" industries.
If you're sick getting closure on your first few tries then try hauling coal to power plants for your first try. Power plants always need coal and since it's a one way trip you can't go wrong with the coal mines unless you don't get their product out fast enough. Then once you pay your first loans and get a good cash flow going, pause the game and plan how you're going to get your first real industry transport going. You can start with an easy industry which require only one type of good (like paper industries which require only wood if I recall well) but you still need to plan out where the finished goods are going to end out. Luxury goods need to be "sold" in towns/cities as an end product.
If you can't get their products out fast enough to get their satisfaction rating up then you have a real problem as it's the ABC of this game... The best trick is to expand your depots to be able to handle more trains loading at the same time. If it is really impossible to do so, you can combine trains with vehicles and even boats if you're next to the water.
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