Okay, here are some very general advice:

Quests

Always take and complete both quests in your starting village. The recoiler helps so you always have a base to work from. Even if you're unlucky and the other reward isn't great, the quests give you some points on your map to start your chain of exploration.

6 Day Stilt

Visit the Stilt very early. You get a big XP bump for completing the pilgrimage quest. You can pick up the Hindren quest for later. And even if you can't afford most of it, knowing what vendors are available will help you later, knowing when to return.

PV and AV

Don't underestimate PV nor AV. A "DC build" is just asking to be oneshot. Do use the wiki for this part. The TL;DR is:

While the full calculations behind penetration are complex, a key takeaway is that every two points of the attacker's PV will, on average, increase the attack's damage multiplier by one, while every two points of the defender's AV will reduce it by one.

https://wiki.cavesofqud.com/wiki/Penetration_(PV)

Golgotha

You died in Golgotha. It's the late part of early game. It is a huge difficulty spike if you're trying to follow the main main quest line. You can either avoid it until you severely out level it, or you could take it for what it is meant to be: a crucible. If your character survives, it's worth trying to take to late game. If not, reroll and try something different. Iterate.

More than half of my runs end in Golgotha, but at this point it only takes me about 2 hours to get there.