The difficulty jumps when you go from one biome to the next. Going slow in a new area is better than rushing in. Listen carefully because each mob makes a distinctive sound. That will help you find trouble before it finds you. Food and gear are very important. Skills are not as important. Harder mobs spawn at night, so don't wander around at night until you're completely comfortable with your current biome.

Biome progression goes meadows>black forest>swamp>mountain>plains. Enter the wrong zone at your own risk. The further you go from the center the more likely you are to run into danger. It is possible for a tiny section of a hard biome to hide within an easier one, like a single dot of plains in a forest or swamp. That's how you can get an overpowered mob in a place you didn't expect. It doesn't happen often, but it is possible. The map is randomly generated, but follows a few basic rules.

You will get portals eventually, so don't worry too much about leaving a base behind or having more than one base. Raw ore and ingots can't go through portals though, so you might have a few forge outposts going on. Or you may be making boat trips with a full hold.

Beginner's hint: the skeletons are guarding the things you need to progress after killing the first boss. Get your armor up to 10 before going down there and be careful. That's the first real difficulty jump in the game.

The second difficulty jump is the swamp. Drink your potion before you get poisoned, not after.