You are going to need to use F5 and F8 a lot.
F5 = quick save
F8 = quick load
m = map
Since you just landed in the islands, you want to sneak around and pick up any gold and leadership flags lying around. You are going to want to buy a boat. Use 'm' to see the areas that you have and have not explored. Explore everything before returning home.
Once you have done this, the first continent you were on should be much much easier.
If you like how the sneaking around has benefitted you, you can try to move to the next difficult area ahead of time by completing the top quest (I think it has a star). This quest should allow you access a ton of freebies.
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