Strange, pretty much every computer game that I've played since the early 80's (Wizardry) has the character start off weak and slowly build strength to take on stronger opponents. Tabletop games such as DnD used this progression arc as well. The start of online gaming had text based worlds (Gemstone, Dragonrealms) with a weak to strong progression. Even MMO's such as Everquest, Warcraft, CoH, etc follow this model.

All the above games had the weak to strong progression arc and allowed the player to stray into higher level area's where they could get one-shotted by high level baddies. So, with close to 50 years of games using progression systems why are you surprised that Valheim does as well? You are free to explore the whole map if you want, but if you run into baddies you aren't ready for then bad things will happen.