First off welcome to the forums 
Now to your problem.What kind of character are you playing?What are the skills you use most?What perks are you taking?And are you putting any points into health when you level up?
Any kind of character can work in Skyrim but some are a little harder to get going than others.
Without knowing anything about your play style or your character then lowering the difficulty level is the best answer I can give.
Enemies level up with your character in Skyrim,this means you have to level up with them as you level.
Warriors need to level up and perk there main weapon type and there main defense type.
Mages should stick with just a few primary magick skills at first until they can start to hold there own.
Stealth characters need to get good at sneaking and there primary means of attack.
Warriors are the easiest in my opinion because they tend to have a very good defense where as mages and stealth characters can have devastating attacks but little defense.
Stay away from two-handed bandit chiefs they are bad asses at that level.Enemy mages can also be very powerfull enemies without some sort of magick defense such as the Lord or Atronach standing stones.
You said you have been mostly adventuring but one of the crafting skills can be very helpful.
Smithing helps a warrior make and improve there weapons and armor.
Enchanting can help mages cast more spells with less magick.
And alchemy is my favorite and potentially the most powerfull,it can help a stealth character kill with not only powerfull poisons but with fortify skill potions as well.
But the most important thing is if its not fun then your doing something wrong.Lowering the difficulty is allways a good thing to do in that case.