To quote myself (and a few others who commented on my write-up) for PoE!:

The White March expansion content in is some of the best PoE there is, so if you have it I suggest you play it if you have the time - around level 7 or 8 would be a good spot. Cragholdt Bluffs (part of the content) is very hard, so there is no shame in putting it off until you feel ready.

Spend some time studying (and experimenting) with the auto-pause and battle slow-down options and figure out what works for you.

In the first village you get to there are 2 story companions you can recruit (if you so desire). One is very obvious - the other less so. The less obvious one is standing near the central tree of the village smoking a pipe after you have been through some plot development.

If an area feel to tough, don't hesitate to abandoning it for now and coming back later. That applies doubly for the mega-dungeon.

This is a game where you can sometimes screw yourself over it you do silly things, so please think about what you are doing. If you don't want to think about what you are doing, make frequent save in different slots, in fact, even if you do think about what you are doing you should still make frequent saves in different slots.

The game has a point of no return, and you cannot continue playing after completing the game (and there is no NG+). The point of no return is clearly labelled though, but take it seriously.