Stay in Darion first. Order of easy to hard probably goes something like this:
Greenwort (except king's tent guards and one or two others)
Verlon Forest (except abandoned castle which is very hard)
Arlania (except Rezo's tower)
Marshan Swamp (everything)
Then Freedom Islands. You should be about level 10 by the time you go there.
And there's plenty more later on that I won't spoil for you. Remember to right click on the enemy stack to see their rating (weak, match, strong, overwhelming etc) and also upgrade Scouting 3 times so that you can see exactly what you are dealing with. Oh, and you can always lure enemies and run past them. In fact I highly recommend this as a way of looting before you are strong enough to fight...