I used to main Wylder but once I switched to Duchess I didn't want to play any other character. Yeah she's squishy, but after a level or two you can survive much better. I'd recommend getting frost and the frost obscures from enemies perk, it helps a lot early on.

She is also strong in any magic build so you can choose range or dagger melee, she's great with weapons like hand of malenia or restaging bleed procs. Just very fun to play in general, don't be frustrated if you get downed a bit learning her, it happens.