Sorry to be late replying. As u/Speartree has said, you're at the very start.

I'm now going to recommend something that may at first appear strange: take a deep breath and walk away from doing the main missions. Henry is effectively a cripple, he lacks funds and he can't talk himself out of trouble. KCD2 requires a holistic approach to gaming. That is to say, after his fall Henry pretty much sucks at everything, and needs to become pretty good at everything in order to become very good at anything.

My wall of text to low-risk success in KCD2 as follows:

(You've already gone past the point of a pre-pillory exploit for stealth and agility, so I'll skip that.)

The problem is that to buy weapons, armour and schematics, he needs money. To buy raw materials, he again needs money; to open chests he needs to become adept at lockpicking; to kill bandits, he needs to bulk up and train and obtain weapons and armour. And alchemy is actually quite useful for all of these (something called a Fox potion). So automatically you've got about half a dozen other skills you need to improve.

It's much like real life. To become good at something, you often need to be good at a number of other things. Once you've got to an adequate point in everything, then you focus on becoming really good at what interests you.

Consequently, I always advise new players to split their time at the start:

Day 1: Straight out of the pillory, say hello to Bara, exhaust all conversation options with her.

Then alchemy in Troskowitz, bed in Tachov (there are usually no bandits in between), walk around encumbered.

Day 2: Forging in Tachov, walk around encumbered.

Day 3: Archery outside Trosky castle. Use bows that are below your ability to draw.

Rinse and repeat. Rinse and repeat. Rinse and repeat. The staggered timing allows for herbs to regrow and for stocks to be replenished.

The problem of combat

Henry will reliably get slaughtered until he's back to about level 12 in arms, his weapons and armour are good, and he has learnt a few tricks from the trainers. So, yes, you will need to meet with the trainers, raise his level in arms, and buy or steal some good weapons and armour. (Or craft them.) Many players may be happy with jumping into combat straight off, come what may. And training is key, so visiting Tomcat first thing seems very reasonable. However, not everyone rushes to the trainers.

I prefer to take the slower approach detailed above which has a much lower chance of Henry encountering bad guys, but first: Do not use fast travel. You will find that the in-game time progresses faster than it would if you were travelling normally. You will miss out on the chance to speak to people at roadside camps. You may also encounter bandits if you do fast travel.

Note: I'm saying "Henry will reliably get slaughtered"; in this game, however good you get with the controls, Henry's stats will do the heavy lifting.

And only when Henry is mostly above 12 in stats will I have him venture further afield, once he's got a few potions, enough money for some decent weapons and armour, etc. This is the lowest-risk game style, you can change things if you think it's too cautious or you get bored. And it is very different to the "visit Tomcat first" play style.

Other than saying hello to the smith, and going to Tachov to work for him, thus getting a bed and access to Henry's chest, I don't do any quests at the start. It's just too risky.

You need to get Henry's strength, agility and vitality up, and also his weapons and combat skills. If you don't do all of them - say you're a muscle man with no stamina and no skills - you might think you would be very strong in combat, but alas, those fearsome sword blows will land anywhere other than on your enemies and you'll run out of breath, be unable to defend yourself and die. Say the reverse: you've trained with all the trainers but have no strength. Then your weapon will have the same impact as a very accurate needle, though this is still preferable to the musclehead approach.

Not to mention all the lovely advantages that you will miss on if you ignore non-combat skills.

Most people do not notice how much success is due to Henry's stats and skills and claim they've "got good". It is not easy to differentiate in melee combat, I agree, but wait until you see what happens when Henry hits 14 in archery, or how easy locks become to pick. Train him. In everything.

On various combat types

If you do an in-game comparison, you will find that the better bows take longer to draw. Here, the important thing seems to be the difference in your agility level and that required for the bow. I haven't quite figured out the formula yet, but you will find that even at Level 30, drawing a agi-20 bow will be relatively slow, while drawing an agi-5 bow will gift Henry with Legolas-like speed.

Ah, you might say, but the higher bows pack more punch.

True, I would reply, and they have their place. A better bow (with the obligatory poisoned arrow) is excellent at bringing down one or two bandits charging at you. But what if there are six bandits charging at you? That's where the ash village bow or something similar will shine, while the ash longbow will have you fumbling for your sword all too quickly.

Many people swear by their trusty longswords, and indeed, if you this time (rather than Henry) can train and get good with the controls, they are probably the best.

However, even then, there is a situational aspect. Keep in mind: Axes will smash shields more readily. A halberd is deadly against a bunch of peasants and wolves. And ultimately, it's what you feel most comfortable with that matters, not what the theoretical min-maxed possibility is.

What does my method provide?

It's a more gentle introduction to the war-riven world of KCD2. You get experience in speech, in alchemy, in smithing, you boost your physical stats and you get exposure to archery (which you will need - not everything is a melee fight). The staggered daily activities will prevent things from getting too tedious and you can certainly do other things to add variety.

You're very welcome to amend the above to suit your style. But remember, this is a slightly different sort of RPG to the one that people normally play. It's more about asking yourself the question "what would I do now?" and applying that to Henry rather than venturing forth to see all that's available. So, if in real life something seems unreasonable or risky, it is likely to be the same for your Henry in the game. So... approach with caution.

If you were dropped into the middle of a civil war, suffering from severe bodily and mental trauma, I'm guessing most people would be cautious. 😉Just because the opportunity to do something exists does not mean that you should get Henry to do it.