It took me a fair while to get to the goblin camp as well, about 17 hours in, it was the last location I went to. I got as much experience and loot as I could get, sadly had to enter it with level 4 due to the level cap, but I would love to see what kind of carnage I could wreak once that cap is gone.
Level 5 is when classes start to have multi-attacks and spells like fireballs. Those poor goblins won't last long with that.
Based on their level, you are supposed to do them first and then the optional stuff like the Hag or the Underdark.
