Five hours in and I absolutely love it. So, I joined the Companions and was given the mission to clear out a cave (sorry for forgetting names, I'm tired as censored). I had a companion with me, someone I punched out in a bar in Whiterun, and we got jumped by two... falmer, are they called? She died, and I continued on only to get destroyed by two poisoning [censored]s at the end of the cave. After dying a couple more times, I concluded that I was too low level to undertake such a task, level 4, and left. I set off for the snowy mountains of Skyrim, got attacked by some [censored] in a coffin, died.

Do I svck and should only wait around big cities until I level up, or was I just unfortunate with my exploration?

You were unfortunate with your exploration... I've had the same problem too lol. Them Falmer are hellaciously hard to kill in a tunnel.