What difficulty are you playing? The early game is very harsh in general, you are competing with a badly equipped team against perfectly equipped teams. Even more if you play on Tactician. Not recommended if you are not used to the mechanics yet. Exploring will helf you get level and better equipment, before you engage in first combats. Sometimes better to try to single out single enemies, before enganging the full group. Don't play to aggressive, try to use the enviroment for your advantage.