Ultimately, Losing is still Fun. So training an adventurer to have the best possible stats and survival related skills is pretty doable, and you will, for the most part, cut/stab/bash/strangle your way through anything that crosses your path. But at that level of consistent slaughter with no real peril to speak of will leave you having a kind of empty play experience.
But right at normal creation, following a quest to kill a giant right off the bat will almost universally get you killed, at least in my experience.
So there's a troubling balancing act of play styles, where you want to have some measure of survivability, but are neither hopeless nor so potent that each victory is meaningless.
I've found that I've cared about whether or not my Adventurer dies the most is when I've just started to get some success with getting some skills at a survivable level and am trying to obtain some good equipment. A death at the beginning, or a death after I'm not entertained anymore by the endless slaughter I cause, are the deaths that I don't care about.
So, I'd suggest that the moment you have the skills and the nice armor, weapon, and shield, you go on a suicidal run. Goblins or elves should do it. Resist destroying humans so that your next adventurer can still use their shops.