I’m very new myself, (mage level 5, warrior level 4) but this is what I’ve found.
1) The Mage is much easier at the start because you can run and shoot, killing the enemies, without getting hit at all (just watch out for traps). The warrior can kind-of run and hit without getting hit much, but it is much easier and faster with the mage.
2) After the tutorial, select a level 1 dungeon. Even though your gear is good enough (at least the mages) to do harder dungeons, the Sobbin’ Globins level is a bit hard for a new warrior.
3) Look for dungeons that will let you fight the boss first. After killing the boss, you can look for some weaker stuff to kill, or just leave and kill the boss again and again.
4) If you are looking for gear and skills, focus on killing bosses. If you are looking for crafting mats, coins, and exp; clear the weakers mobs in the dungeons also.
5) I sort the dungeons by % win, then look for the level I want with a high win %.
6) It seems the level of the dungeon determines what the mobs drop. Exp: I go into a level 1 dungeon, kill the boss, and get a few items. Then I go into a level 6 dungeon, same looking boss, about same number of hits, and I get a lot more items.