When you start the game you are incredibly weak.

It absolutely is but getting some beginner tips could be a good idea.

For instance if you get bandits to chase you into a shop the gaurds will deal with them. You can then loot all the bodies.

Getting hit trains toughness and defense. Likewise hitting people trains your attack.

So getting beaten up is good but you need to make sure you don't get knocked out (you'll most likely bleed out with low toughness) or have a second person ready to heal you with med kits after the fight hiding somewhere.

Outside of towns is super dangerous until later in the game.

Also running is a very good option if you are out powered. You train your athletics by running. It trains faster if you aren't over encumbered.