Not quite that low (I think level 5 was my lowest), but that area is meant to be for the higher leveled PCs. Just like its predecessor in III.
I recently made a new character today and went from Helgen straight to Solstheim, in order to marry Hilund(I messed up on my previous save)
Was around level 2 when I had a lovely encounter with Werebears. Let's just say I didn't make it.
On Solstheim, rocks/mountains are my friend. Unless you're being chased by spellcasters/archers like those Ash Spawn.
When I finally get Dragonborn, I plan on creating a new character, sprinting out of Helgan and straight to Solsthiem.
Oh yea, Omar went there at level 5, and he was partly a pure mage. But had to resort to using a sword, since it seemed his magic had little to no affect on the enemies. It's tough! One of the first things I did was enter the mine, and finished the dungeon. I left there so...darn...proud of myself.
I ended up having to time things, slowly checking areas, if I got attacked by two ashspawn, I was dead.
I'm actually planning on making a guard for Raven rock, for rp of course,running over there straight out of Helgen.