Just walk around doing stuff - if encounters seem too hard for you or they outlevel you, you can be pretty sure that there's somewhere you haven't explored yet that is easier.
Encounters all have fixed enemies with fixed levels, so there's nothing lost if you decide to give an area a pass in order to return at a later date.
I'm sure somebody with a lot of his time on his hands could write down a shortest-path guide telling people the easiest way to complete the game, but it is not needed to enjoy the game.
Just go out and explore everything, then choose what to do based on what you find.
If you want a simple piece of advice, it would be to do a lot of exploring in the town of Crysael, as there is a lot of experience you can pick up there from quests and exploration with no fights at all and then, when you feel you are ready to take on the world, go forth and find out what's out there.
EDIT: Hah, while I was writing, somebody with way too much time on his hands (hi!) posted a link to his guide.
