ktchong: Depends on your class.
Fighter and Thief are generally strong enough from the beginning to go straight into the story and start their adventures. Magic User, however, is quiet fragile and must improve his spells, stamina, combat skills and hit points before he is able to adventure without getting killed by any monster.
When I played Fighter and Thief, they did not have any trouble surviving from the start. They could fight and kill quiet a bit even at the beginning of the game. However, my Magic User had serious trouble surviving any monster encounter in the beginning. His Flame Dart spell was too weak to kill anything, and he could not survive close combat with most any monster. He either ran out of stamina or health too quickly. I had to spend two or three days (game time) to build him up before I could use him. I did not have that trouble with Fighter or Thief.
A big problem with Quest for Glory is that Magic User/Wizard never becomes any better in the later game. In most other RPG, magic users start out as weaklings, but they usually become the most powerful classes later in the games. So players endure higher difficulty at the beginning to get the big payoff later. The Magic User/Wizard in Quest for Glory, however, starts out as the weakest class but never becomes the most powerful class in the end. The Paladin is the most powerful class in the later games. The Magic User/Wizard is still unable to instant-kill any monsters, which Magic User/Wizard usually does in other games.
Wizard doesn't HAVE to be in combat that much but generally has an easier time doing quests because after a point, spell skills don't count. The only spell skills that count are combat spells, but again, the Wizard doesn't NEED to enter combat that much. If anything, spells make the main quests easier, while a Fighter/Paladin may need to raise combat related skills, strength and vitality to cope. In combat, the same thing with Fighters applies : If you raise your combat related skills (in Wizard's case, offensive spells), you have no problem defeating multiple enemies without resting. A Wizard CAN also train strength and vitality without being a hybrid. A Fighter cannot fall back to spells without being a hybrid. A Wizard is the most versatile character you can have in combat.
You are overestimating Thieves. In most QFG games, in combat they're basically Wizards without magic. That's why Thieves have stealth in the first place, to avoid combat when possible. Like Wizards, they don't NEED to enter combat that much either.
As for game strategy, here's what I do.
a) Explore the immediate safe area at least so you get a general idea of what's there. Talk to people.
b)
i) If the game permits,
ii) if someone gave you information about the existence of a place you can visit,
iii) if a quest sends you somewhere,
iv) if you have free time,
Explore as much of the game area as you can once, to get a general idea of what's out there. Avoid combat.
c) Save and initiate combat once. Check whether your combat and vital skills are up to the task. If not, prioritize training them.
d) Train in your free time. There's a LOT of free time in Quest for Glory games, and exploration takes too little time to be a time sink, so you'll be left with too much time. Sometimes you NEED to train your skills to be able to do something needed for a quest.
d) If your skills are high enough, go fight some monsters . In QFG games after 2 , Parry, Dodge and Weapon Use can only be raised through combat). WARNING: In QFG3, avoid combat as much as possible, or you'll end up with a really nasty bug that will force you to either load a really old save, or restart. As a general rule in QFG3, if you're a Fighter or Paladin, just kill all monsters once for the points (and the dinosaur horn) and leave it at that, to be on the safe side.
e) If there's a quest with a deadline, don't initiate it until you are satisfied with your training. If there's a quest with a deadline that you started (or, as in QFG2, has started on its own), do that quest as quickly as you can manage, then resume your training until the next timed quest. Some timed quests, like the ones in QFG5 are a bit hard to train in between. In QFG5, it's easier doing most of your training before registering for the Trials.
f) Once you are satisfied with your training, (or, in the case of QFG2, have found a nice training tempo) start doing all the quests.