If you want the max out of XP, go first for killing enemies, find gear to equip by loot from enemies, barrels, chests, crates, etc... search & discover hidden area's, talk to many NPC's ... and than go for some quests ... Mindreading is a good and funny thing, don't skip it

If you want a good 2-handed sword: a Ghost, Arben, give you a good sword, but Rhode take it away from you, but she give it back later on in the game

But you find also other good 2-handed swords in the meantime ... If you go for some Ranger skills:
if you started with a ranger you've already poison arrow, 1 point is fine. And Ranger Stealth is fun (I find) because you can shoot enemies from a larger distance and most of the time you can attack them before they see you! And more: equip a bow and you can see enemy and you can use magic spell before that enemy see you! If you choose magic, try a combination like this (for example):
Magic Blast or Magic Missile + passive skills Destruction & Confusion ... really great

Some quests gives also good gear, in particular the quests Captain Rodney gives you a reward for (he's in the Barracks).
This game DON'T hold your hand! So give many things a TRY, go for it and if you're unsure, make first an extra savegame (that's always a good thing if you wish to go in dungeons, doors, etc ... ).