I have just started the game too. I am aiming at an Intelligence-based magic using warrior.
I am finding the game very easy, playing on Normal difficulty. I may change it to Hard if it gets easier. I died only once and that too because I forgot to pause when I went AFK.
As seen in the 'Character Optimization' topic, I am increasing my Intelligence much more than my Strength or Dexterity. I generally choose weapons that have more Magic damage than Melee / Ranged damage. At level 6 now, my Intelligence is 15+ where Strength and Dexterity are 4, I think.
For the 1st area- Broken Valley- I have not chosen any combat skills, except the one rank of Whirlwind that was given to me in training. But I have taken rank 4 Lockpick, rank 3 Mindreading, rank 1 Wisdom, and after I had all of them, a rank 1 Magic Blast (very handy when kiting high level mobs).
If you need some advice on starting areas-
1. The game can be very gear dependent these areas. So make sure you have good weapons, specially if you, like me, are not investing in combat / magic skills. I generally try to get Rare weapons from vendors. Bye bye money.
2. In open areas, I generally start with a bow: Shoot-Run away-Shoot-Run away-Shoot - this is a nice starter strategy. When they finally catch up, they're probably dying, if not dead. Shoot more. If more than 2 /3 enemies catch up, I switch to my dual-melee and Whirlwind them to death.
You can use Magic Missile in place of bows, but bows don't take mana, and requires gold (that is, buying a new bow) to increase their damage, not skill points.
3. If I'm in a closed space (like dungeons or caves), and there is not much space to run, don't bother with bows. Beware of corners. There may be a bunch of goblins just after the next turn.
4. Keep foods handy. Potions are just too costly at this level. I steal foods a lot. If you need more, well.... there are a lot of chickens running around. Hint! Hint!
5. Keep moving, as much as you can. You can dodge magical attacks if you time it right, when fighting from a range, of course. And moving works to my advantage in melee too.
6. Steer clear of enemies that are more than 2 levels higher than you if you are not confident that you can take him down. Even if you try to kill such a mob, try to pick him alone. Level difference hurts. A lot.
Much of those are based on my own playing style. I almost always prefer a hybrid class. People who play pure Warrior, pure Ranger or pure Mage, and refuse to use a weapon from the other two classes may have other advices. But during the starting levels, it does not matter very much really. It is insanely easy.
Anyway, I hope it helped a bit. I just dinged level 7. About to kill the boss ghost in the starting area. See you.