Can you describe how you approach a battle?

Ranged weapons. Give everyone a ranged weapon and go into your settings and enable autopause on enemy sighting (this will pause the game as soon as you spot an enemy and will prevent your characters from blundering into a huge group of opponents, which will get you killed very quickly in many cases). Concentrate all your fire on one enemy at a time (don't be afraid to use kiting tactics if you have to). Have your tank(s) equipped with the best gear you can find/afford so they have as low an AC as possible. When an enemy closes, switch the tanks to melee weapons so they don't suffer the 4 AC penalty to their armor class for firing a ranged weapon at close range. Keep your ranged attackers out of melee range. Target enemy spell casters first so you can disrupt their spells, then concentrate on the enemy tanks.

If you have a thief available with good stealth skills, use him/her to scout out what's ahead, so you can plan on how to deal with it. Forewarned is forearmed, as they say.

At the lower levels your characters are very fragile. Make sure you have healing potions (as many as you can afford) and use them when you're down to 1/2 HPs at worst. And don't be afraid to run away from a battle if it seems too difficult. You can easily get into situations where the opponents are far too powerful for you to take on. You can always return later after you've gained some levels.

Don't be afraid to use your potions/wands/scrolls. Better to survive a battle with no resources left than to hoard them for later and end up with half your party dead. Buff your tanks with whatever you have available (spells/potions). If you have summoning spells or the wand of summoning available, use them to give your party some meat shields and distractions (the enemies in this game will tend to concentrate on the first character they see, so if they see a summoned creature first, they'll attack that instead of your party).

That's all I can think of offhand. Hope it helps.

Pretty much everything that has been said here. Given that you are starting at low levels in AD&D 2E (which is notoriously lethal to lower level characters) and that the pathfinding AI usually tends to do silly things like make the mage come out in front during a walk through the woods and draw the attention of every enemy that sees them, some deaths are pretty much a foregone conclusion. For those, I'd almost recommend save scumming.

At the beginning of the game I've got Khalid, Jaheira, Imoen, Montaron, Xzar and my bard. In the wilderness north of Nashkel there's a part in the path where two knolls (or hobgoblins, I don't remember) await. If I'm careful I can get just one to come after me. I use Imoen to lure the beast into a 'trap' with Khalid and Jaheira as tanks, while Montaron and the bard strike with bows, and Xzar casts his ranged spell. The problem is that sometimes one or two good hits by the knoll will get either Khalid or Jaheira (or even both) dead, and they are the strongest guys in the party.

Now, Jaheira has this 'tangle' spell that could be useful, but it's tricky to get the timing right, and it also affects my own party.

How am i doing so far?

Pretty much how I play it. Area spells like Jaheira's tangle will become natural to you as you get familiar to the radius of the circle from the front line of your tanks. Front line troops need real good armor. Other than that, I can't think of why you loose people quickly. You might want to have a back-up tank (like a ranger) to move in once one of the front two take a couple wacks. Also, you may be doing this, but Imoen should lead as few of the enemy back toward your front line as you can manage by having her attack when only one or two of a larger group a lit up. Then repeat and rinse.

Early game there's only Hobgoblins/Gibberlings/Kobolds north of Nashkel (North Nashkel Road). I am guessing you mean South Beregost Road (which is still north of Nashkel), which has 2 Ogrillons on, or near, the road. You should do as already advised and use ranged weapons, but sooner or later you melee fighters will have to engage. This can be made much, much easier by memorising spells like 'Bless', 'Chant', 'Doom', 'Blindness', 'Grease' etc., and buff/debuff as they close in. You will be amazed at the difference it makes. You must be playing TuTu or BGT, because Entangle is party-friendly in vanilla BG1. Again, the answer is ranged weapons -- don't send your melees fighters into it, and cast it far enough ahead.

It doesn't matter immediately, but you'll want to change your party soonish, as sooner or later Khalid and Jaheira will end up in a fight to the death with Xzar and Montaron otherwise. There are a few nice party members in Nashkel when you get there. Which ones you want to swap out will depend on whether you're playing good or evil.

Just be careful: there's a good npc who wants you to rescue someone, and an evil npc who wants you to kill the same person there. Obviously accepting both of them into your party is a terrible idea.

In terms of combat: don't be afraid to reload if something goes wrong. Khalid and Jaheira should be using ranged weapons until the gnolls come into melee range: you didn't mention that, but are you doing it? Make sure you swap them back to melee as soon as (or just before) the gnolls reach them, though, or the gnolls will get a +4 bonus on their attacks until you do.

Oh, and I think that you means 'gnoll', rather than 'knoll'. Unless you meant a grassy mound with a gazebo on was attacking you.

The ogrillons can kill you on one hit if you are still level 1 or 2. In my experience, until level 3 or 4, even tanks can't take a couple of hits reliably.
For that fight in particular, I'd recommend kiting the ogres. Attack them with ranged weapons, and when they start getting in melee range, move the character they are trying to hit while you continue to attack with the rest of the party. They might switch target, so you have to pay attention to move your characters. Entangle should also work nicely.

Thanks everyone for their responses. I'll keep trying to 'get' this game. Perhaps it's just a matter of getting used to its style.

Update:

I'm finally getting the hang of it :D Ranged weapons indeed are the key. Dividing the party into groups of two and luring the enemy works well. When the enemies charge a group, I move it, while the other one keeps firing arrows. If the pursuited group gets cornered, then the melee weapons get drawn, and the battles are usually won!

I feel more excited now that Most of the party has leveled up, and now that I've completed my first quest (Melincamp, the chicken).

Thanks again!

You're wrong on that one.
Entangle, like Fireball, hits your party members as well as the enemies in BG1 vanilla (demo, full game, expansion, it doesn't matter).
You usually learn it the hard way, when Khalid fails his save roll while the ogre dos not ;)

In BG2, Entangle is a true, persistent AoE spell -- it lingers, and it's a real danger. In vanilla it is not. In vanilla, it targets creatures in the initial cast area once only. Because of this, your party will almost never get affected by it, because of the bonus to save by spell -- cast it, and waltz into the fray; this is not possible in BG2, since (as stated) it is persistent. A simple test (as shown in this image) is to get Canderous and Osprey in the tutorial to target Entangle right in the middle of your party. Your party members will virtually never be effected. That is what I meant by party friendly.

Edit: in that image, THREE simultaneous Entangles were cast, right in the middle of the party. Not one member got affected. You can do this over and over, and the result is nearly always the same. In fact, I have never had a party member trapped by Entangle in BG1... ever.

That's right.
But at low level, when your party member have low save rolls, it is easy to trap your own party members with Entangle (trust me, I've done it quite a lot by mistake).

You can't get any lower than the tutorial!

And if, as you say, you do manage to trap your own party members with Entangle in BG1, then you are using it in completely the wrong way. There's no excuse -- it IS party friendly in BG1.

Yeah, I used to cast it wrongly on my first runs, but I soon learned how to use it safely ;)