That was my experience as well, the game is not well balanced, and once you finally get strong enough to grind through an area you find that the next area is insanely stronger.
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I'm sorry that your experience wasn't great. The first dungeon is particularly difficult since you are so weak at that point.
A few tips:
Make sure you stop at the bar and recruit Fitz like Russel suggests in the opening dialogue! You'll find the game is far more difficult without him.
Every time you relight a star, you will get a Star Fragment. These can be brought to the armorer to the west of the castle. There's a guy who is complaining about this just outside of the shop, stating that the armorer told him he'd only work with the rarest of materials, like a Star Fragment.
Every dungeon has a StarSoul(which revives a charcter) and a StarDrop(which restores mp).
If you spare the heretic, you will find the next dungeon MUCH easier (and there's a chance to gain some extra exp).
Don't underestimate Fitz. While he's not as good a healer as Laura, and he lacks the crowd control of Leah, he is extremely useful in boss battles because of his StarForce ability which converts attacks to Starlight element! All Fade are weak to StarLight, as is the Star Breaker Vox.