I initially had trouble acclimating to the stamina mechanic; it's more punishing in this game than many of the others I have played.

That being said, "cheesing" the enemies should be your standard tactics; if you try to go toe-to-toe and trade blows with anything stronger than a single greydwarf (while wearing gear that's appropriate to the biome you're in), you're probably going to lose. Utilizing terrain, obstacles, ranged combat, and any number of other "cheese" methods are the default, here.

Enemies can't jump. Non-AOE Ranged attacks don't go through walls. Use these facts to your advantage. Fight smarter, not harder. Learn to use the terrain, and be smarter than the enemy AI.

I know this sounds an awful lot like "git gud, scrub" when you're getting your backside handed to you by the baddies over and over, but the best thing you can do to increase your enjoyment of the game is slow down. Don't take on the bigger/badder areas/enemies until your character is geared well, and you (yes, you, the player) are skilled enough to handle them.

Stop wandering around exploring new areas at night; the monster density is much higher in the dark, and the visibility is lower. Instead, go home. Throw some wood in the kiln, some ore in the smelter, and take a nap.

Turn off your music and listen to the game world. Wear headphones, if you have to.

Teach yourself to pay attention by deciding to sneak everywhere for a while; an hour or two should do the trick. Move from cover to cover, with frequent pauses to listen and regain stamina; the audio cues in this game are superb, and can warn you of danger well before you encounter it... if you're not crashing through the underbrush yourself.

Get good enough at it to melee deer in broad daylight, and you can call it "good enough" for most circumstances. If you think that's a ridiculous premise, then you haven't practiced enough yet. Advanced players don't even consider it challenging.

Pay attention to the sounds and learn the voices of the bad things. Deer barks are "good noises", because they feel safe enough to call their friends... but a startled squawk tells you that something that wants to eat them is in the area. Growls, barks, calls, and every other sound are important indicators of whether you're safe, or you need to be picking a different direction of travel... and how quickly you need to make and implement that decision.

Stop sprinting everywhere; this is not that game. A jog will get where you're going only a few seconds slower... with a full stamina bar, and a lot more situational awareness. Stamina benefits aside, a jogging pace is more than fast enough to eat ground at a decent clip... and it's much quieter, as well. Running is great when you're crossing an open field and can see anything that might want to eat your face... but sprinting through trees in the rain at night is a good way to find yourself out of breath as you round a tree and run face-first into something nasty.

Look at the food you eat and what resources you burn through more of, and consider adjusting your diet. If you're constantly running out of stamina, maybe swap out one (or two) of those meats for a fruit or veggie (or even honey), and use less health by following Mr Miyagi's advice: "Best block, no be there when punch land."

Learn to dodge-roll. Learn to block. Better yet, learn to parry. It's not easy, and no one said it would be... it takes practice, like anything worthwhile.

TL;DR: There are ways to not get your face pushed in by everything, and they all start with "slow down and pay attention". I'm not telling you to "git gud", I'm telling you that becoming powerful in this game is as much a learned set of skills for the player as it is for your in-game avatar.