I've noticed that no matter which character I use, they all seem to get defeated very easily by Lvl 1 enemies. Is there some kind of buff to use in the first dungeon?

Initially there aren't any buffs but there are ways to make it somewhat easier:

Pay attention to the random events at the beginning of a dungeon. If any of the following 'Random Events' is selected:

Air based damage is increased by x%
Monsters are 10% stronger
All damage taken is increased by 20%
All monsters replaced by bosses

If one of those events is selected click Pause, Return to Map, Enter Dungeon and try again until one of the following events is selected:

Provide 2 extra movement space
Experience gained is increased by 25%
Increases the gold looted from containers by 25%
All Potions and Consumables are 25% more effective

Start out with a ranged character such as Archer or Warlock. The important thing is that both these characters will receive skills allowing them to attack in a diagonal line with one of their skills. Multi-Shot for archer and Arcane Missile for the warlock. Archer would be the best choice because skill use doesn't require to consume mana potions but come with a cool-down. The skill will become important when facing the wizard. He has a fire-based attack and will summon a skeleton. The combination of them both is that the one will fire away and the other has strong melee attack which will kill you quickly.

So, if playing either Archer or Warlock for your first character, try this:
Move close to the wizard but not in a straight line
Once he summons his minion hide behind the corner in the corridor leading up to the wizard
As soon as the skeleton vanishes fire away with either multi-shot or arcane missile
During cooldown or consuming all mana/positions do a normal attack facing the wizard in one straight line
Rinse and repeat until you beat him without dying

Your warlock has the added bonus of being able to stay hidden behind a wall and still capable of attacking enemies. Your archer would have to stay behind a bend in a corridor in a diagonal line to any one enemy to be able to attack with multi shot.

If you prefer a melee character the tactic for the wizard is much the same. The only difference will be to get close as soon as the minion vanishes, avoid the fire attacks while getting close to the wizard, then attack. Don't use any skills with your melee character as they do little damage. It is much the same with your range based characters, they will remain weak for quite some time, so they are of limited use but are more useful than your melee characters'.

Both your character as well as your enemies receive damage when moving over a trap. You can exploit it by moving around in some distance so that your enemy will randomly walk into one of the traps and so makes it easier for you to kill it. But beware, some enemies can push you into a trap as well, they jump at you, they push you and - depending on the enemy, can be a fatal. So be sure not to come to close to a trap-tile. (Courtesey of randomness, you'll face trap-tiles you simply can't avoid, and will have to step on to continue to the next door, or the exit. So, pay attention to never run out of healing potions else it could bite you ...)

This is one way to make it to overcome the first dungeon which you will enter numerous times in order to receive free mana and healing potions. There is one more reason why you should enter a dungeon numerous times:

Collect loot (weapon, armor, jewelry) at the end of a dungeon and hope that it'll be better than the one your character is currently equipped with.
To level your character and skills up
To kill monsters and spawned enemies 10, 20 or 50 times to make them weaker and expose their weaknesses in the Monstropedia. There is two tiers to each enemy: One is standard the other a stronger type with different skill-set. Kill one type 50 times and one of the two will be selected which can increase difficulty to kill them.

Than there is one thing you should pay attention to when entering dungeons in general. There are different sets of tasks:
Destroy Gems (the most difficult task)
Repair a broken weapon (somehwat easier but still dififcult enough as it involves to kill enemies holding parts of the broken weapon. Also you'll have to wander around quite a bit to kill monsters and collect all parts.)
Repair a broken key (Less enemies to kill but enemies holding key parts can be stronger than the average.)
Free prisoners (the ~easiest task)

Along the way it will eventually become easier when your character is some levels ahead of the actual dungeon level. Along the way you will collect special gems you can gain points to invest in your characters stats, you will know which ones and the game explains it to you. There is this button next to your worldmap that once you push it you can purchase a point. There is no shortage in gems, you will find many, and you will need to invest those into the level-up of your characters skills.

In many dungeons you will find lecterns on which there are skill books as well as books boosting your (or any characters) skills by some points. Pay attention not to waste them which will happen when the bar for one or all skills selected and active is full. In such case keep it and wait until you level up the skill or skills.

As far as skills are concerned, you can use any skill you find with any character, but there is a catch. Skills are 'locked' as long as another character has that particular skill. In the tavern you'll have to select the character whose skill you wish to use, and remove it from the hotbar, exit, select the other character and drag it down or double-click on it to move it to the hotbar.

When it comes to leveling up skills, any character can do it as long as the necessary gems are in the selected characters inventory.

That said you will eventually also want to pay attention to your characters' main attributes. Apply 2 each to their main stats, for instance Intellect and endurance, and the remaining point or points to either agility, strength or luck. Luck is the least important and if you wish to have one character to go treasure hunting, always level this characters' luck stat.

Finally you will never, ever, as in no way, be too strong and will eventually run into a problem come dungeon level 30. (This is to the extent this person has played this game. Highest level character level 43, dungeon level 30, character with 350hp, some 450 mana points vs. monsters (normal), with 1200+ HP, damage beyond good and evil, almost unbeatable ... One can look past the bugs, for instance dropping some items, stuck, unable to equip or use anything at all. A bug where you can't move anymore and can't attack. Dungeons with doors that open up but you being unable to enter the room. This is easy to look past once you find that there is something to this game. But the point may come where enough is enough as in this case of enemies way too strong in comparison to the character played, even though way below in levels).

Hope this will help you get past some of the hurdles you are facing and will face, have fun!