Hah! I was thinking about something with monkeys as well, but got ninjad by Mr. B.

As a final thought, if you can get your hands on a copy of the Dungeons of the Slave Lords module (AD&D first edition), it opens with the characters having been subdued, stripped of their equipment and tossed in a dungeon. They have to be resourceful about their escape by finding or crafting crude weapons out of what little they have or can find (i.e. using a loincloth as a crude sling). There is probably a pdf version floating around on the internet somewhere. It isn't a "1st level" adventure, but it might give you a few more ideas about how to limit the character's resources and still give them a chance to "win."