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First, do go to Ironfist (use the stables, costs 25g). You can turn in your first quest for enough XP to get to level 3 at the Castle. Also, at every stables, look around them for horseshoes, which when used on a character, give that character 2 skill points.

I usually use the levels and horseshoes to get 4 points into Disarm Trap quickly. For 500g, you can upgrade this to Expert level, at Ironfist. The rest get put into casting school skills (for Cleric, Druid, Sorc) or weapons (fighter-types).

This makes the big batches of monsters near New Sorpigal much easier to deal with early on. There's also another early, easy quest in the NS tavern that you can turn in. Gives some gold, but I'm not sure about XP.
SPOILER!

Use the secret portal to go to Dragonsand and boost stats (touch wall), loot the NWC dungeon (often you can get some decent armor there), try getting back from Dragonsand without dying (touch other wall).