Is there any sort of Quest marker ?
Is there any recommended place to start once I go out of the city ?
Each time I venture forth I get my ass kicked

Please advice..

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u onyl get quest markah fo main quest

No quest markers (unless an npc gives them to you). You have to find places on your own but in all the dialogues you'll have with NPC's they will tip you where important things are (like head north to find the witch).

When you start I would do as much in the city as you can. There is a underground area under the cemetery (look for a shovel) and it has a couple of low level mobs for you to learn against and level your party.

I would then head west when your party is about level 3 (or 4) and that's not the western gate that leads to the beach but the second western gate. There are 3 or 4 mobs you'll face out there that will provide a challenge but aren't as high level as the mobs to the north and east of the city.

Sorry this game does not hold your hand

talk to people, gather clue, investigate, etc and you will have fun finding the location!

basically just talk to everyone, your journal will fill up quite fast. Then do every quest by reading where to go. If the text is not clear enough, just explore the whole map, you shouldnt miss anything and be able to do every quest if you check everything and talk to everyone. Simple as that. Its not hard its just different. I was expecting more different stuff to do but it turned out that its terryfing how easy you can do basically everthing in the game in a linear way :\

Sadly enough, they DID mark a quest marker for a SECRET LAIR on the map... Still facepalming

Why Larian... WHY?