I had no problem getting equipment or levelling at the start of D2:ED with a warrior on normal, and it was easier with a ranger in DKS on nightmare. I levelled Lockpick as required in both cases, so I can not compare to not looting locked chests. Some people have recommended not learning Lockpick right away, though, just making note of locked chest locations and coming back for them later (at a higher character level, you are more likely to get loot at the upper range of what is possible for the level of the chest).
Linearity? In D2:ED I skipped the starting town in Broken Valley and went exploring in a couple different directions, until I started hitting opponents or larger groups that were a couple levels higher. In DKS I went through the town first to mindread everyone before exploring, and both the town and exploring were done in a different order than in D2:ED.
I deliberately delayed completing many quests in the starting section of Broken Valley (combat gives more experience on lower levels, while quests give a fixed amount), and had no problems levelling or raising skills.
After level 15 I stopped distributing stat points in DKS. At the beginning of the game I used some unarmed combat with my ranger, but that eventually became unnecessary (especially after learning Splitting Arrows, which can make short work of most opponents within melee range). I could have switched to a warrior or mage build at pretty much any point, though early in the game it would have taken a few levels to start to build up a mana pool for a mage, so I'd likely need to keep a bow handy (equipment bonuses, Mana Efficiency and Increased Mana enchantments were enough to provide mana for my ranger skills, as well as level 1 of Healing and summoning the creature, so I did not boost intelligence or spirit).