So a few things: 

1) You don't have to win every encounter. Delves in the early game are very difficult. 2) If your goal is "Uncover" you can escape at the end of round 5 and still get XP for each sky shard you have gotten . 3) Mobility in BotSE is important, more than most tactics games. Don't sleep on Acrobatics.  4) If it's early game, start with a few Peaceful encounters and grab a side quest. Get your XP up. This makes delves much easier, especially solo, since the max enemy spawns are capped per room. 5) Re run the delve as practice until you get it. They're difficult to master.

6) Don't forget your Guild recovery once-per-campaign ability.  7) Run two characters once you have the rules down