A few more:

If you die while adventuring, mark your tombstone on the map so you can still find it if you die again before looting it.

If chased by something you're not ready to fight, lure them towards other enemies. For example, a mob of grey dwarves will be distracted by skeletons. Fulings from neighboring plains will stop chasing you to attack anything from forest or swamp.

As mentioned above - a shield is a game changer. Learn it, don't be like I was in thinking they don't add much. Grey dwarf brutes make excellent sparring partners, they're slow and it's easy to follow their attack patterns, practice parrying wit them.

And along with parry, dodge-roll can save your life. Master it, the controls are a little janky for some, for me it became second nature once I stopped thinking of it as a separate action and instead used it as part of an overall right-click defensive stance.