my current adventurer is busy for a month or two now. Shield user and dodge seem the most important, to remove some of the danger from the arrow to the knee situation. First I usually work on ambushing skill. Not only does it help to sneak up to bandits, it also helps to kill animals for food. On that, in the beginning I improve my rather low weapon skill by hacking some less dangerous enemies to pieces, literally. I usually break a leg or two to make them fall and then proceed to hack at ears, noses, toes and anything that isn't too hard to hit but promises not to bleed te victim out too fast.
The most important is to avoid potential archers untill you get better at dodging and blocking arrows. Next I usually go to towns to see if the catacombs hold anything interesting. Animal people and kobolds are a win: lightly armed and armored, but people will actually respect you for the named kills, especially if they have leaders. Why the catacombs: lots of corners to hide behind so the archers come to you instead of you having to charge through the open ground. Even if they don't come, you'll be able to have them shoot through the doorway, to your front, where your shield is most effective.
Even if you don't edit the raws so you have dwarf cities, it's worth it to play a dwarf. Their smaller size makes them harder to hit and man, that trance rocks. I had one dwarf adventurer in 34.01 who used part wood armor, part leather and metal, looted from elf and goblin raidersI've created 15 humans and 3 lived long enough to show up in engravings. I made 3 dwarfs and 2 made it, huge difference.
Points at beginning:
superdwarfenly str and agi, superior endurance and recuperation, high willpower. steal points out of linguistic ability and musicality if you have to.willpower helps you stay awake so much longer after you got hurt, it's worth it. Higher recuperation means that even when you start bleeding and it's a long battle, you're more likely to have those wounds close before battle is over.
For weapon skills I usually choose good disablers. Swords and axes are good at chopping off limbs, and swords have the additional stab option to cause massive internal bleeding. Maces and warhammers break a lot of bones. Leg, arm, arm, head is a common tactic. I usually put just a few points in fighter as I find it's the fastest skill to level, the second fastest being the weapon. Always put one or two, preferably two, in swimming. Not only do you need to swim over bigger rivers, dipping in a murky pool is one of the best ways to start sneaking. It also layers you with water for a quick drink.
Observer is usefull. It helps spot ambushes before you're actually attacked. It may also help with other things, but that is unconfirmed. If you want to fast travel a lot, observer is important. If you think you want to be a necromancer, you need one point in reading
The rest goes to dodge, shield and armor user, shield and dodge being the more important ones.
This usually gives me an adventurer who, If he doesn't die at day 2 or so, makes a succesful career.