I assume you’re just starting the game? The further north you go, the harder it becomes. I’d suggest making a starter base somewhere along the river near iron deposits. Use that to build up armor and weapons a bit before heading out anywhere.
I’d suggest getting to steel level, for that you’ll need steelfire, made from tar (farm hides) and brimstone. You can mine that from a cave a short ways NE from the round pond on the north side of the river.
There’s no real list that I know of, it’s an open world, but I can tell you the first/easiest dungeon is the Dregs, at the far west end of the river just before the faction hall. There is a camp full of enemies along the way you’ll have to fight your way through. Make sure someone has a bow & arrows for the Dregs.
After that, you can work your way north for the next dungeon, the Black Keep. You’ll want to have cold weather armor for that.