There's a definite (if hidden) 'proper' way to proceed once you get to leaving the city gates:
Start with the NW section of the map and the lighthouse. There are two ghost NPC quests as well. The bunches of mobs on the way will over-run you unless you start using Rain+Winterfall, however the gelatinous ghost boss is a walk-over if you know that it has infinite spawns of adds, and that its melee damage is tiny
The boss of this area is level 4(5?), and drops x3 magical weapons which can help immensely. You should probably save-scum this boss fight so that you get a useful elemental damage typed weapon or three. This will probably triple your DPS, certainly for fighters / archers. (1H decent weapons under level 5 are virtually non-existent to this point for fighters).
Weapon spoilers:
Spears will make your mages deadly; usually add +1 to a magical skill, and with elemental typed damage, will out DPS a fighter / archer until level 8 or so. Don't be afraid of using mages as purely weapon DPS + AoE every so often
Level locked items / spells is fairly high on my dislike lists for DoS at the moment (in fact, probably why I think the game is severely lacking in some regards; it's highly linear visa vie builds etc. This is so evident, I ended up going back and playing through the entire of the original
Risen to get a handle on how to do it "right"), so you need to plan your upgrades, and you can get bottle necked.
Also note that even if a quest isn't present, you can get XP for exploration and actions, which you should farm to the max - you can get level 5 from the town, no doubt about it.
There are 5-8 hidden sub-quests within the town that you should look around for, having the perk "pet talking" will unlock a couple, and lead to more XP.
The 'talk to animals' route is so worthwhile you should always have a character with it.
Character build spoilers:
You only really need two stats; <class stat>+<constitution>. Trust me, Con adds AP and HP. Get the <class stat> to 10, then pump Con. It's highly debatable if Int does anything at this point, for the record - I didn't notice additional SP, even though I put it to 10 on mages
Further content spoilers:
Progress from NW to NE slowly, but avoid the adventuring 5 quest, the large robot, as the fight outside is the hardest barring the orcs. There's a NPC with an item that can make this boss fight easier, however a decent elemental typed spear in a mage's hand can make this fight trivial. This should be your last stop before the Watcher Stones, although you can chip away at the large amount of orcs if you're careful (level 5 / boss level 7). However, the real advice is: cheese and spend all of your gold, and know which spells are level locked.
Your major issues will be skeleton archers (x2 attacks, very unbalanced in groups) all focusing on a single character - there's no harm in making a fighter tank who does nothing but spam potions on themselves.
For the record, I completed the alpha only using 3 chars (the psychopathic ice mage). Having two characters with regenerate (the spell book is called Healing) is worthwhile, but not essential.
