First, I am not going to tell you how you should play a game, so don't read this that way but:
If you find opposition to be too tough, unlike in many other games, in the TES world there is no shame in running away to train and come back later for pay back time. Early on, there are few dungeons suitable for a low level character and while it's true, that even a hero can face horrible foes, it does get easier as you get better at fighting or casting those mean spells etc. When you start out, I strongly suggest spending time training your favorite skills and taking those small jobs found in cities.
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Je Suis Charlie
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