A problem too is that most of the time you're not high level enough for a dungeon, you have a lot of chances to lose a life in it.
Sometime only 2 levels can make a huge difference for a character survivability in a specific dungeon.
So in the beginning of the game, when you're tasked to do Trollmire and Korpul, do not only do those before going to the next quest (old forest, maze, etc...), go on the map and do all the starting dungeons you can ( norgos, lumberjacks, bloom, scintillating caves
ToME4 needs you to grind as much as you can to optimise the survival chances of your character, as you will have then better skills, highers skills level, deal more damage, have better items, better resistances etc... than if you do only the quests dungeons.
Refer to this to get an idea on which dungeons you need to clear to get better chances of surviving later :
http://te4.org/wiki/zonesThen there's experience of playing.
After playing for a while you will know you will need to get the Lightning resistance as high as possible before entering Tempest Peak or Urik will kill you in a few turns, the same in Daikara in which you will need to max your cold resistance or you'll get a very hard time against Rantha (in Daikara get some lightning resistance too, as there are some enemy that use lightning attacks)
If you don't have good resistance in comparison to what is waiting for you in a dungeon, you're going to lose a life, so if you have found no items improving the res you need, do not hesitate to check every shops to see their rings/amulets/etc...
Dreadfell is a big "game over" generator usually, at the level you will be, even grinded as much as you can, it's the most deadly place. But each additional levels you will be able to gain before entering Dreadfell will help, and you really need them.
Once you get past Dreadfell, your character will be usually good enough to survive for more dungeons, until the next "game over" generator dungeon of course (the Prides in the east by example, places in which maxing your level as much as you can seriously help) .