A few useful tips:
1. 1 point in Swimming is enough that you won't drown when you jump into water, but you'll still drown if you panic. 2 points is enough to ensure that you'll never drown (unless there's no air above you).
2. You only start with a weapon if your highest weapon skill is not "Wrestler".
3. You only start with armor/shield if you have points in Armor/Shield User and you aren't a Wrestler. Armor User makes your armor less heavy (which isn't particularly important), and Shield User makes you better at blocking (which is good).
4. Wrestling skill helps you dodge (so you live longer), and it's really easy to train up.
5. As you've observed, throwing is ridiculously overpowered, but it isn't really necessary to put any points into it since it trains up really quickly.
6. It may help to play without a tileset so you can more easily tell the difference between various humans, elves, dwarves, and goblins - Elf Druids are flashing cyan, Dwarf mayors and kings/queens are purple, and Demons (who lead Goblin civs) are red ampersands (&).
7. If you want stuff to trade for better gear, get giant cave spider silk items. They're worth a ton.
8. When trading, always hit "a" ("asking 9000☼") before trading - the shopkeeper will always counteroffer with a fair trade (unless what you're selling is worth more than 9000☼) and won't become unhappy.
9. Goblin towers are located next to mountains, not in evil areas.
10. Guards spend most of their time sleeping. They all tend to wake up at the same time, as you've noticed.
11. Other warriors won't join you if they're more skilled than you are.
Adventurer mode is Fun.