You could always try one of the other 'first' levels
Wat.
A FAQ would explain this better, but as far as I know you have three options for your first level.
Orient yourself so that you are in front of the first campfire facing the cleric guy. If you go towards the cleric guy and go on to the level behind him, you're in skeleton-land--don't go here first unless you're a cleric.
If you go directly behind you and down the elevator, you have two options. [1] You can go all they way down and down that board walkway, but the ghosts will kill you--this is a very high level area that you need to be ready for. You pick up these talismans near that level that allow your melee attacks to hurt the ghosts, but don't use those items--save them and this level for when you're strong enough. [2] after getting off the elevator you can go left up some other stairs. If you are the thief class or you started out with a master key right away, you can go to this area, which has dragons that will kill you but a lot of great items and some other mobs that you will probably be able to kill.
Again, pretending you are at the campfire and looking at the priest, you have one last level that you can go to, that is definitely the easiest. Go right: this leads you to a level called "the undead burg" which has easy monsters that most starting characters can kill in 3-4 hits. Also, you'll encounter a dragon there eventually when you get to this big bridge. If you shoot the dragon's tail a bunch of times its stinger falls off and gives you this sword weapon that makes the entire game a cake walk.