I was going to find my earlier post, but I see it already linked - thanks Vanilka!
Much of that won't apply this early in the game, but will be useful later on. I remember my first playthrough, and it was also with a commoner dwarf, and I did find it challenging as well (I was playing a two handed weapon wielding warrior, which is probably, I would say now, not the easiest class.)
The "retreat to a better location" idea should work for the toughest battles, and if you are a rogue, then remember to try and position yourself behind the enemy. Since Leske is a rogue, you can position Leske on one side of the enemy, and you on the opposite side. This way, if the enemy attacks you, Leske will be dealing backstabs, and if the enemy attacks Leske, then (if you are a rogue) you will be dealing backstabs, and/or (if you are a warrior) not taking damage.
The game may take a little getting used to, before you get the hang of it. Don't be discouraged, the story is well worth it. If you are finding a particular battle truly impossible, switch the difficulty from the options down for the fight, and switch it back to where it was afterwards. (So as not to make the game too easy - it's supposed to be a bit challenging.)
One thing I would add is to remind you to use the TAB key, often. VERY often. As in all the time. It highlights objects and NPCs you can interact with, and without it, you'll miss out on a lot. Missing a lot of loot, for example, will mean having less stuff to sell, making less money, not being able to upgrade your equimpent as often, and maybe missing useful items and equipment - this, in turn, will make the game more difficult.
If you want a more specific analysis of what you may be doing wrong, post a little more info, like the class you are playing, what fighting style you are concentrating on, and what skills and atributes you've picked thus far.