I'd also like to offer some general, relevant advice as well (since Shadow gave the exact response).
I recommend playing in a world -2 to -4 levels below your level.
The higher ranked monsters have a higher effective level, and so they net you more experience. This makes it possible to gain reasonable experience without suffering from the experience penalty too badly, while not having to worry about most common monsters too much.
Also, it makes it easier to explore the first few zones around your base fairly easily+safely which can be very nice. Personally, I do this whenever necessary with no regard to the fact that the level is labeled as 'easy'. My goal is generally only to win... so I just go for it!
Just my 2c.