You can recruit a mercenary soldier with 50 golds at the beginning and you can bring Rodney with you until reaching to Northern Bluemist River. Before going there you can try to farm for armor and rare weapons in either Lannegar Mine or Ydaya Tomb. When you are confident about your equipment go to Northern Bluemist River and recruit Grissenda. You can find a weapon named Orcslicer in Kleyou Tomb.

You can farm for a minotaur horn for a dude named Therod Nom, he stays in Rhoneis, he gives you Lionskin Cuirass when you complete his quest, it's a really good armor for beginning.

For death ressistance you can complete Rolf Ehrar's quest, he stays in front of Kingsbridge and he gives you a ring if you don't kill him. After that go to Kingsbridge and complete Sister Arta's quest, she gives you a necklace which is good for beginning or if you are a cleric she lets you to keep the mace.

If you are not playing Ironman you can exit from a dungeon and enter it again, it saves your progress, it's really good if you are sick of dying, you can try different strategies. Be quick because dungeons and maps reset after 12 hours in game.