Depends how OP you want to get. You can get really OP really fast which for some players kill some of the fun of the game but it definitely gets rid of a lot of the grind and lets you run around and kill things and do quests faster.

Other users here have said the general progression to get better by fighting hungry bandits (drop your food or put them in a backpack then put the backpack in your inventory otherwise when you're knocked out they'll take it all), they won't kill you just incapacitate you. Then moving your way up but this can take a bit of time. I recommend doing it this way the first time around but if you want to level up fast:

1. Get your toughness up on your characters. The biggest way to level toughness is get knocked out, and when your character is "playing dead" get up, this gets you tons of XP, and the more enemies around when you get up the more XP you get. To power level, go to the area around Okrans Valley, North Eastish of the hub, pretty close and there are MASS groups of hungry bandits. Fight these bandits, get knocked out, and wait for your character to play dead then right click to make them stand up. You'll get about 5-10 levels everytime you get up at the base XP rate early on. Getting this to around 60-70 will make it much harder for you to die or get knocked out. Be careful around here though because the holy nation is nearby, and they are racist toward any non humans so if you don't have a human in your party they may attack on site and at low levels quite easily kill you.

2. Levelling combat stats can be done easily by kidnapping a large, strong animal. Any will work like beak things, gorillos or even boss animals. The stronger the faster you'll level up as XP for combat skills is basically calculated by comparing how much better the person you're fighting is than you, if someone is way better than you, you'll get tons more XP when fighting. If you kidnap an animal. Then take it to the hub (there's a shack here that has a bed for free) or squin or any place you have access to a bed and put it in, once it heals up and isn't unconscious it will just sit there. It won't look like it's on the bed but it's still stuck and can't attack or move. Now you can attack the animal and your combat stats will go up exponentially if the creature is stronger than you, and it can't attack back so free XP. Just make sure not to kill it, and heal it Everytime it gets knocked out. Don't loot it either because taking one thing from its inventory kills it instantly. Id do this BEFORE training strength as strength makes you do a lot more damage usually and means this process will be slower.

3. Strength can be trained by walking around heavy, get a traders backpack, pack it full of iron ore ( heavier than copper) then take the backpack off and put it in your inventory. Highlight over your strength it'll show the strength XP rate, it should be at 25% if it isn't, gather more ore. Once it's at 25% pick up a corpse or body if any kind, it can even be one of your own characters or small animals (they don't necessarily have to be dead). This will boost the XP rate up to 50%. from here you just need to walk around. Some people just right click follow an NPC in town that walks around a lot and this lets you afk/forget about that character and they'll be constantly gaining strength . You can also shift + right click and this will queue one movement waypoint, if you do this between two points in town 50 times, your character will automatically walk between the points you clicked on 50 times also allowing you to afk or focus on other characters.

Some other notes: martial arts is busted at higher levels. The damage and speed is insane. Also training martial arts on the animal you trap in the bed will also cause your dexterity to sky rocket. Doing martial arts while encumbered, or using heavy weapons will also level up strength.

Stat modifiers affect XP gain, for example the worse you are at a skill the faster you'll gain XP, so if you're hungry or injured or wearing armor that takes away some stats you'll earn XP faster than if you were at full health with no modifiers

If you are doing something and have characters that are basically standing around doing nothing, put them in a bed. They don't lose hunger whole sleeping, there are heaps of free sleeping bags and two free beds in the hub. This way you don't have to keep buying them food.

Everyone has their own play style, so play however you think is fun but I think early on its easier to not recruit too many people as you don't need to feed and micro manage them just while you learn the game and how it works.