I think the death penalty for digging up graves is there to discourage players from digging up every grave they find. You should only dig up graves (you think) you have a good reason to – like in real life.
There are four potential companions in Cyseal. One is harder to find than the other three, it comes with his profession.
Try to use the elements to your advantage: oil your enemies, then burn them; make them wet, then freeze them; burn water on the ground to create a steam cloud you can hide in etc.
If anything fails, you can switch the difficulty between Classic (= normal) and Explorer (= easy) freely during the game. From the harder modes Tactitian and Honor there is no way back, though. See
http://divinityoriginalsin.wiki.fextralife.com/Difficulty+Modes for the differences between the modes.
Have fun and experiment much, D:OS is made for that.