Originally posted by RasaNova:

Progressing fast or slow doesn't really matter, you can take as long as you want. The game will tell you if you're going TOO fast... Usually by killing you. If you keep dying while trying to go somewhere or do something, that's the games way of telling you there's something you need to learn or do differently.

That shouldn't be much of a problem. I'm an overprep type in most games like this.
Terraria is a rare exception due to it being so easy to skip tiers by digging a hellavator early on.