Yeah I went into one dungeon, discovered it was way out of my league, but there was no way back - I had to keep going deeper. And the only way I got out alive was by running away from the deeply scary boss at the end.

I was pretty hooked to start with, and it is functionally a much better game than Oblivion (except for the way 'miscellaneous' quests are recorded in the journal - there's too little info there and it bugs me). Maybe my character is just in a bit of a doldrums at the moment. I need to look for some better quests.