Is the level of frustration normal: In a way, but that depends on the player's mentality (no offense intended). The perceived game difficulty increases with each "new" biome you enter - at least on your first playthrough.
Or did i enter an areas that I shouldn't enter yet: Black Forest is the next "intended" biome after the Meadows so i would say no - but i would advise to "gear up" as much as possible before entering the Black Forest. And i would also recommend that you kill Eikthyr before entering the Black Forsest.
Have I just been unlucky; No. When you first enter the Black Forest, it is full of enemies. The nights are even worse. Be careful, prepare and adapt to the new environment and to the new difficulty level. (Raids on your base(s) have a 20% (or so) chance to happen every 40-45 minutes (or so). For bases: setting up a fire or a workbench does not count as a base in the game, but if you build a small base with a fire, bed, workbench, etc. (several objects within a certain radius), then the game counts that arrangement as a base.
Dying: When you die ingame, you lose 5% of your current skill levels - so as Rhapsody pointed out, it is "cheaper" to die when your skill levels are still low. But you need to learn the game in a way - otherwise, it becomes a little bit frustrating. If you die once or twice when entering a new biome (or if you die in certain difficult situations like mob attacks or in certain dungeons) - that is really nothing to worry about. Learn, prepare, adjust, and lets them feel Odin's revenge ;)

MFG
CKTMC