Is there a way to get into a dungeon and not get mercilessly gibbed by the first monsters that come across my path?
Because that's all I ever do.
Dying.
Depending on which race/class you started as, dungeon diving is probably out of your league. Every skill choice you make at the beginning is vital to your survival. Every point, every platinum coin, every bit of equipment can mean life or death.
If you're open to a bit of metagaming, drop everything of value at home, head to a high level dungeon, and pray for a good weapon. Otherwise, you'll probably be grinding for a fair bit.
Good skills to start with are magic device, sense quality (best skill ever), evasion, greater evasion, weight lifting, depending on whether you're ranged or melee, tactics or marksmanship. And obviously, some weapon and armor skills.
Other nice skills are mining (con boosts + minor loot), jeweler (scrolls of inferior material for getting rid of cursed items), cooking (for more stat boosts). Try to get anatomy too, since it increases the chance of getting corpses (and thus, early resistances and stats).
Alchemy and carpentry are nice to have, but the relatively small chance of amassing specific materials makes them less useful than other skills.
Ranged > Melee, find yourself an UNCURSED ranged weapon asap, anything is better than nothing;
so long as it's uncursed.Also, grab some snow. It's useful for locating pumpkins and greatly increasing your fire resistance.
Also remind me to never pick Elea again.
My main is an Elean, and you don't see "Scissor Happy Blaze was killed by (blah)" do you?
If you're starting out as a complete newbie, I strongly suggest picking golem as your race. Unless you're open to using debug races as well.