Some tips:
1) Find a pile of pebbles, set up a macro to use knapping to make sharp rocks and then throw them, then hold down Ctrl-P to repeat it over and over. Training knapping, throwing and archery will increase your attributes, plus with high skill in throwing and archery you'll be able to wound enemies from a safe distance before going in for the kill.
In more detail:
A) Put your shield and weapon away with "p" so you'll have both hands free.
B) Pick up one pebble from the ground, so it'll be in your right hand.
C) Start recording a macro with Ctrl-R.
D) Pick up a second pebble, which will go in your left hadn
E) Knap the pebble in your left hand by doing "x left-arrow Enter Enter Enter".
F) Throw the sharpened rock away.
G) Press "Ctrl-R" again to finish recording the macro.
H) Hold down "Ctrl-P" for a while to do this over and over. NOTE: The DF window has to maintain focus while the macro is running, so you'll have to go off to do some non-computer thing for a while.
2) Go find a river, swim in it, make a macro of standing still ("."), then repeat that macro to gain skill in swimming. This will increase some of your attributes, plus with a higher swimming skill you'll be able to survive falling into water or fighting while in the water.
3) Go for the were-beast quests first and kill them via wrestling. This will train your fighting skill, which is also used for weapon based combat, plus training your fighting and wrestling skill will raise various attributes. The easiest way to exclusively wrestle an enemy is to change your combat preferences: press "C", then keep pressing "a" until "Current Attack Preference" is "Close Combat".
4) Go to the various keeps, and in the keeps climb the stairs until you find some unowned loot you can claim (don't worry if there's some z-levels with only the stairs, it's just a rail-less staircase, rather than a bug in layout). Since you can't find any shops that sell armor, crutches or extra waterskins this is the best place to find them.
5) Go into the dungeons beneath the keeps ins towns, which will also have unowned loot. These can have bandits, so its best to first get some better gear from elsewhere and also recruit some companions before doing this.