Dont play on the hardest difficulty, go to the sewers & spend twenty hours save scumming getting to grips with the stealth mechanics and rescue system(this is the main gameplay loop, you have to get good at it to play the game), rescue like ten bitches, save before sleeping, eat raw meat then immediately sleep to not puke, sleep in the forest on the exit to reset food poisoning and save scumm gastroenteritis, collect at the barkeep, and buy sabre and dagger on the other side of the city, then do as you wish, or nothing, with your level ups, but recommended dmg or maybe scout
Also thoroughly or frequently checking the wiki is recomended as its easy to lock yourself out of content, but it may be lame to do in your first run, but the game's so grindy you probably wont replay it, maybe stagger your saves i guess