Could be - I just head back and pick them up again.
Finally got the dynamite dude to move in - apparently the room I built wasn't satisfactory for some reason. Built another room on top of that one and it worked fine, got the nurse, then built another. I'll probably make another one tomorrow for the ammo guy.
After getting dynamite, I went shadow orb hunting. Got 2 Muskets and some bullets for them, 4 Morning Orbs (the spell that gives an orb of light around you; very useful to have), a Vilethorn (read below), a MP regeneration ring and a Ball O' Hurt (basically a mace, fun to mess around with).
So on the second orb, the Eye spawned on me randomly - chickened out as I was backed into the bottom of a chasm and didn't feel like climbing out. Then I smashed through 3 and fought the Eater of Worlds. Died before I could get out of corruption and thought that was the end - except it came to my home and continued fighting. Finally defeated it.
Then I went back and continued smashing more orbs. The Vilethorn is an epic Eater of Worlds killer - it spawns a vine that lasts for ~3 seconds and does constant damage to anything touching it. Costs 5 mana for each cast, but I love fighting Eater of Worlds with it - killed 2 more after the first one with it. ^_^
Also fought a second eye and died. Thought I was close enough to home but it disappeared on me. Kind of sad that the eye gives me more trouble then the eater of worlds. :/
Anyways, got a full Demon set of armor (<3 +15% Melee Speed) and upgraded my sword, bow, and both kinds of axes to demon versions. Two meteorites have fallen but I have yet to find them. I might head for the jungle area after doing some more world eater killing (and finally defeating an eye...still haven't found a Demon Altar or w/e yet).
My merchant died. I lol'd. This was on the first run as well.
Wasn't watching my health, but you can see what happens when using the Vilethorn.