All that talk about exploring the game for myself, yeah... Im having a hard time with the 1st rat mission my guy cant shoot a target 1 square away. I can see this game is going to punish me every step of the way.
I'm a newish playe, too, and I have a love/hate (but mostly love) relationship with the game for reasons similar to yours. Even as you level up and get good gear, you'll continue to run into extremely difficult fights. I've restarted about 6 times so far, and I took all of those characters at least to Depot A. Though I'm continuing with 2 of them, so not a total "loss".
Anyway, there's a lot of fun in learning how the game works, because it's a good tactical game. You wouldn't want to play a strategy game and not learn how to play it, would you? Part of the fun in Underrail is the process, so don't rush it. (Not saying you shouldn't ask for advice, but the game is a little like Dwarf Fortress, and you can't play it without both learning and dying. A lot.)
You might also consider playing on Easy. Easy in Underrail is probably like Normal or even Hard in most games. And remember that Underrail doesn't really do trash mobs (at least for the first half of the mage). For most fights you need to stop and think about what you're doing, which means that they'll take longer than in a typical RPG or tactical game.
There are things that make me crazy, like the slow walking speed, but the game is worth the investment of your time. If you focus on playing it rather than beating it, you'll get more out of it. Most games don't offer this kind of depth, so IMO, it's worth savoring.