Wolves are weak to fire and sword. All monsters in the game have weaknesses, if you use their weakness against them, you can do more damage.
Dodging back is good. Running away before monsters attack works the same. You just have to do it before they complete their attack animations.
Solving all quests as soon as you can is not always the best idea, but it's up to the player what they want to do. You get more money and experience points the higher level you are for most quests.
Also try using the fire spell you get at the beginning for a range attack to start the fight, even if you don't want to train in magic right away. You'll do damage before they arrive. If need be, try to kill some, then run away to heal, then return to finish them off. All monsters will stop chasing you after a while, some chase you longer depending on what they are.
If at first it's tough, it'll get easier to handle yourself after the first few levels and you find some equipment and get the hang of things.