The atmosphere in this game is amazing, yet after finishing it I'm left with the feeling that there could be so much more. I hope this was just a precursor to what is to come!
Once you figure out how to play it, it's a lot easier. I started with a mindset of moving the knight closer to the object, but you can of course also move the object.
Furthermore, killing enemies (and performing kill-combo's) gives money and experience. So if you already have the key and a lot of action points left, just kill a few monsters before exiting the level. At the very least use up all your action points before leaving, because destroying blocks also gives experience.
From that point on it's easy to buy health potions, the armor thing and health/action potions for emergency use (very useful in hell level 5, btw!)