Hi yoga!
MM6 - MoH is a free-roaming game. Rly, you can do whatever you want: take whatever quest you want in the order you want them; hey, there r even some dungeons just for the heck of it (not quest related) - wish you find them all.
I wonder what your team will be as 4 knight is interesting, but not suggested for the first time
Better have a mage and learn Town Portal and Flying ASAP, especially as there are some timed quest, and belive me: you don't want to miss the right time for the druid quests!
Also don't forget the Obelisk Puzzle!
In the starting Area, New Sorpigal, there's a well what can boost your Luck to a minimal level, so you can spare some points there.
There's no easy kill on dragons and such, so artifacts will come lategame most of the time.
Can't wait to hear your tale of the Temple of Thousand Skeletons, or the Lair of the Evil Eyes!