Release notes for this version have yet to surface, and in fact it is not even known if they even existed. Linden Lab may well have started bundling release notes files only in 0.2, or they could have been lost when the forums changed to the current system.
In this forum thread, a resident, dating back to November 2002, mentions "the" new version and not knowing how to install it, which could indicate that 0.1 did not have any point releases before moving to 0.2, lending strength to the aforementioned theory that 0.2.0 may have been the first version to actually include them.
One can extrapolate what this version must have been like by taking SL's current feature set and removing everything listed in previous versions. Most of the tools and UI were probably the same as they are now. The concept of land parcels and ownership was first introduced, with some checkboxes already available, such as no-build.
(6 days before the recorded date of 0.2.0)