There are some lewd clothing in the game but that's a bit later on.
When you start you are going to want to try your best to survive and to fight but if you lose you should not load a save as the fun H stuff will begin the enemies will rape poor Lona and that can be interesting when you have tried but aren't strong enough. If you get raped and captured you can still escape btw. later when you get good enough you will be able to survive without getting raped and teach those bastard monsters a lesson.