Enter every location. You receive experience from finding new place. Even if you meet too strong enemies, you shouldn't have trouble with retreating.
While being in some location, try to find all exit points. Best option is to walk along all edges of the map and click on every possible exit point.
Try to explore as much of the map as possible. By doing so, not only will you find caves or chests with equipment, but new companions to your party as well.
Pay attention to anything that stands out. In some dungeons or undergrounds you can find weirdly looking walls. It is a good idea to activate scouting mode then and search for a switch that opens hidden passage.
Pay attention to places and items above which magnifying glass icon appears. Usually after clicking it only an information about item will show, but sometimes it starts a side quest.
Gather all plants and resources. They are placed in a locker with infinite space and they prove to be very useful when creating potions, scrolls or enchanting items.
Pay attention to places with a special interaction option, like climbing on a rock. You can do that when having specific athletics level or by using the right tool.
There are items in the game that can be very helpful for those with too low level of a specific ability. Each tool can be used once and is destroyed afterwards. Most obvious one is lockpick. It is used for opening chests and doors closed with a lock. Amount of lockpicks used on opening a lock depends on character's mechanics level. With high level, you don't need lockpicks at all to open weaker locks and from one to even few of them to open medium one. If lock level is higher than character's mechanics level by two or more levels, then it is impossible to open it, even with lockpick. Replenish your lockpicks supply as often as possible and have at least five of them with you all the time.
Second group of tools consist of rope with a grappling hook, prybar, hammer and chisel. Those tools allow you to get to places unavailable in any other way. Rope with a grappling hook allows you to get through broken bridges, climb on ledges or get down into caves. It is the most versatile tool and you should have at least two ropes with you. Prybar is used to heave a rock and unlock a passage through strewn corridors. Hammer and chisel allows you to get through a weakened walls. During adventure you should have not more than two pieces of those tools as - in difference to rope - they are used rarely.