The fjords can be very tricky in places until you've advanced a few levels. Choose your battles wisely and save often! I've come unstuck more times than I can remember due to wading straight into situations that I couldn't handle. The small armies of imps in particular can be right little buggers.
Apart from that, make sure you invest in good equipment and ensure it has effective enchantments, and review your skills as this can make an enormous difference: for example, investing points in skills such as Life Leech is almost indispensable for melee fighters.