I have tried several times, but I can't beat the first boss. I have played through the first dungeon 3 times and killed everything but no matter what I do, I just can't beat him. I'm only lvl 4 and just can't do enough damage as when he heals, he gets SO much health back!

I ready soemwhere that you should be lvl 6, but I can't see where else I can go! I check everywhere but there isn't many rooms to explore nor enemies to kill. Am I just too stupid to play this game?

I'm going to assume you're referring to the ancient troll boss.

There's ample guides online. It's generally suggested to be higher than lvl 8 before you fight, so that you can have some of the better skills of your tree. Personally, what's worked out for me is a fire build. Trolls are (of course) weak to fire, and - if I remember correctly - burning will halt its regen. A strong fire mage build around lvl 9 (especially if you have most of the pyromancy skills) should do it. The best complementary skill trees I've found were athletics and daggers. The dash skill allows you to keep harassing melee enemies indefinetely, while the free switch to daggers will sometimes allow for cheap and quick finishers.

As for the boss itself, pay close attention to its skills and cooldowns. Make sure you know everything he has up his sleeve, and be smart about your positioning, as it's of the utmost importance, given such skills as the boulder throw, which can all but 1shot you. As a fire mage, your aoe spells are particularly deadly against him, but he'll often just go out of their range. When I beat him, I found that getting him to stick to the tower and then casting the spell will make his AI not prioritise getting out of the aoe range.

That's about the best I could do in the way of advice.
Best of luck!

P.S.

You should keep the amulet from the corruption quest, it's one of the best mage amulets.