I'll add some of my own here:
- The Murderer by far has the easiest start with the highest strength. The Fool is the hardest.
- Akk-Lune, the NPC who starts right beside you, sells explosives and healing items. Make sure to sell gear and buy these if you're having trouble in the first dungeon.
- New abilities can be gained through random drops (The Deep Hunter is guaranteed to have a book) or via the Book Merchant in the Ensis Stronghold.
- Shields give you the ability to topple enemies, making them unable to move and dealing damage. Offhand items like the Trident Dagger can also give you a Double Strike ability.
- Weapon skills are fairly easy to get to level 1, so if you find a nice weapon but lack the skill, keep swinging it until it improves.
- Eating Irradiated Corpses or drinking Mysterious Liquids causes your radiation to increase, which can get you some pretty sweet mutations. Genetic Reassemblers can cure up to 2 random ones.
- Many towns have cellars in houses filled with all sorts of goodies.
- If you're having trouble finding a Mysterious Liquid for Ka-Nil's quest, one is granted as a quest reward in the Ensis Stronghold. (Beside the Book merchant)
- The Prisoner Inhibitor can be removed without taking off your leg. Follow the main quest to get a much-needed increase in stats.
- As with most roguelikes, try not to get surrounded. Lead enemies into corridors to take them on one at a time.