You're going to feel this difficulty jump in each biome. Your first steps will be rough as new and tougher enemies bear down on you, and you'll need to be very careful for a while if you want to survive. Then you acquire new materials that make stronger weapons, stronger armor, and better food. Once you've firmly established yourself in the newest gear and upgraded it a couple times, then you can walk through the biome like you own the place.

Like when you walk into the Black Forest, the greydwarfs are everywhere, a bit more tanky, and the occasional troll will be a serious battle. Then you get some troll/bronze armor, bronze shield and weapons, better food made from the cauldron with the carrots you found and grew, and now you're mowing down greybeards by the dozen. Trolls are dead in 10 seconds. Nothing is a threat.

Then you take down the Elder, and it's off to repeat the process in the Swamp. Repeat the process in the Mountains. Repeat the process in the Plains. Repeat the process in the Mistlands. All of it the same, but new every time.