I thought this would be at least a little useful, intended as a kind of companion to the great faq we have here.
These are little tricks that will help you stay alive or solutions to common problems.
1. The easiest way I've found to get money is to find a mayor who sends you to kill a giant. In the world & history gen, Giants steal items from towns, which means arriving at the site of the giant's cave, the ground is covered with various stolen items, almost always craft items, food, and booze. Take these items, and sell them at shops to buy equipment.
1a. When i just start out, i watch for the messages that say "the guard loses hold of the (clothing/armor item)" when I first enter a town. In world gen, if a civ member loses a limb, they won't be able to wear the corresponding glove or shoes/socks, but they'll still "have" the item when the town loads up. Those are items you can grab off the ground and sell without angering the civ.
2. Leather is a fire hazard. Among the things you wear for your equipment, your leather items seem to be the only things that actually catch fire. Your rope reed clothes, your pig tail clothes, (haven't tested the silk! sorry!) will actually be destroyed before they catch flame. If you are hit with a flame attack from a creature like a demon or a dragon, you might find yourself with your worn leather items catching and continuing to burn you while you are trying to fight.
2a. Among the things you can do to interact with your environment in adventure mode is to set shrubs and trees on fire. If you manage to start a fire in a town, and a townsperson happens to have some leather clothes on, and happens to stand around in a fire too long, they'll burn and die. Their stuff? For the taking. Of course, being that the leather is on fire now, I don't recommend grabbing that. But you can safely move to their tile, grab a few non burning items, and quickly leave the tile without taking any damage. Sell to shops, good work.
2b. Stuff catches fire from heat in adjacent tiles. So you can make a path of fire with leather items (corpses and severed body parts work too) bringing the burnination from the shrub outside into the houses for more mayhem.
3. The shield is your best friend. The definitive skill that keeps you from dying really does seem to be the shield user skill. You can rely on that skill saving your butt far more often than the dodge you gain from high wrestling.
3a. Whenever you are knocked on the ground, you can't dodge anymore. Only your shield skill is preventing attacks from hitting you. Without a shield, when you are knocked down, only your size, clothing, and armor affect whether or not your enemy's attacks do damage, and that's very very risky. This is also part of an exploit I'll cover shortly.
3b. Your shield isn't as effective if you are facing the wrong way. Even with legendary +5 shield user, you can get caught by bad tactical positioning. You are considered to be facing the direction of someone that you are attacking. If an enemy archer suddenly appears on the battlefield , pops out of a doorway or from behind some trees where you couldn't see him, and his position is on the other side of you from you enemy, you can very easily become a pin cushion. Pay careful attention to combat messages that say where the enemy is attacking you from. "The hammerman attacks you from the side with his-" and "The spearman attacks you from behind with his-". You are very vulnerable to those kinds of attacks.
3c. The Ball of Flames ignores your shield. Breathing fire, the wide cone of flames across a while bunch of tiles, that you can block, without much difficulty actually. The Ball of Flames though, the precise little tiny amount of fire coming at you, can't be blocked. This is the real threat a Demon poses to you. You can still avoid it. Like arrows and bolts, you can "dodge away from" the attacks. It's just not very likely. Your sense of invincibility as an experienced adventurer, and your eventual boredom with the gameplay, can make you complacent and these little details of vulnerability are often the end of you.
4. Getting swarmed by enemies that normally could never hurt you can still be dangerous. As you fight, your exhaustion increases. If the wave of goblin children can make you tired, your abilities decrease in effectiveness. That means that you are suddenly blocking with that shield just a little less than before. If you are over-exerted, you are now on the ground and you can't dodge anymore, and are only blocking. That one goblin kid that comes around behind you in this state can be your executioner. Or perhaps a goblin archer suddenly arrives and joins in on the fun. If you actually pass out, you're finished.
5. You've lost your weapon. It's stuck in somebody and you can't get it back right away. What should you do? Well, it depends on what your stats are. If you have a back up weapon in the backpack, get it out. If you don't, pick up the nearest best weapon from the ground. Do you know what your best weapon is? If you have a high wrestling, it might actually be that arrow stuck in your leg. Wrestling determines your effectiveness with all improvised wrestling. If you have high wrestling, but no swordsman skill, you'd be better off fighting with an arrow in your hand than picking up an enemy's sword. Likewise, if you're a wrestling type character, picking up almost ANYTHING and hitting with it will do more damage than your punch. I was laughing at a giant once that was trying to hit me, when he wrestled my loin cloth away from me, and suddenly his shots were no longer glancing away, and before I caught on, I had been beaten to death by my loincloth.
6. If you are facing a swarm of enemies, and you are close to exhaustion, try going for suffocation kills. If you place a chokehold on an enemy, they do stuff breathing and get the "Winded" tag. Actively attacking or strangling increases your exhaustion, but just waiting for your enemies to suffocate doesn't. You'll still add to exhaustion for blocking with your shield, or when someone struggles in vain to break your chokehold, but even against as many as six enemies (the most I was choking at once), you should come out ahead.
7. If you are prone, you can use your legs for wrestling holds. It's really not desirable to be prone really, but if you are down anyways, it could help manage the crowd swarming you.
8. Multiple shield exploit. As you play around with your inventory, putting things in your backpack, removing them from the backpack to you hands, you can actually wind up with a whole bunch of items in "hand" that would normally be physically impossible to carry. So, arrange to have several shields wind up in your shield hand, drop everything else but your main weapon and your shields. Go out into the world, get ambushed, and fall prone. All your impossibly stacked shields in your shield hand will multiply the normal experience you receive each time you block an attack with your shield. And then you're a legendary shield user in no time, your stats have increased greatly, and it's now really hard for things to hurt you.