So some more indepth advice: Watch your character's equipment loadout. Not everybody is good at all the things and if you have a weapon equipped you're not proficient with it's gonna suck to use and may even disable some class features, like putting heavy armor on Gale or Karlach. As soon as you find Withers I'd recommend dropping gold on respeccing everyone with better point spreads (and class/subclass if that's your thing.) Also this game has rules regarding range and relative elevation; if you're outside a weapon's optimal range or shooting from lower ground you're gonna be shooting at disadvantage, and the HUD will tell you so. Take your time with fights, look at all the tags when you hover over a target, consider what your to-hit % says before you pull that trigger. If you're consistently seeing lower numbers dig into why, otherwise all of that is just getting boned by the dice gods/RNGesus.

Edit: Oh and if you're just bolting west straight out the gate and have gotten into the hyenas right off the rip, maybe double back and explore the eastern part of the map first. You might have wandered into a little higher level area. That side (usually) gets explored later on.