This is a rather broad topic, so let me sum it up real quick:
Every time I try to play adventure mode, it always ends with me being killed before I can complete a quest. I've tried the wiki tutorial, but I can't seem to get it to work.
So, how do I get started in adventure mode?
The mistake that most of us make when we first start playing is we rush into things. We are too quick to go on quests, kill stuff and run wild. And when we don't pay enough attention to the little things, we either have no idea what's going on or we die seemingly random deaths.
I'd suggest taking it slow and get to know your world. When you first start,
check the temperature (
shift + p), and if you're outside,
check the time of day (
shift + w).
Slowly (l)ook around at everything, tile by tile. This way you'll become familiar with the tiles on the map and know what they stand for. These things could become important when you're fighting or trying to avoid something that's trying to find you.
Talk to NPCs by "asking about surroundings." This gives you a feel for your local area. It tells you what's going on. Once you get an idea of this and maybe decide that you want to chase something down, then you can "ask for directions" to a location that interests you. Asking about troubles often gives you info about places that are at the other end of the world, so I'd skip using that.
Experiment with the world and when there's something you don't know search the forums before asking. This is a thing I did and I'd ended up reading a scattershot of forum posts, and slowly I figured out what was going on and what I wanted to do. Once I had that foundation, the wiki actually became more helpful.