Yeah, you die a lot in the IE games. Project Eternity has got me replaying Icewind Dale at the moment, and at first I had people dying constantly cause some goblin would one-shot them with a bow. Then my characters leveled up a bit, and now it's less of a problem. Save a lot, and don't be afraid to reload.
OT: I would at least leave Candlekeep before quitting (it's easy; just talk to Gorion at any time and you can leave; he's standing in front of the central keep). You may never grow to like the combat in Baldur's Gate; it's certainly not for everyone. Personally, I greatly prefer the squad based combat in purely turn-based games like Jagged Alliance 2 and Temple of Elemental Evil, but I can stand the clunky system in Baldur's Gate. Still, you've already paid for the whole series, so you might as well try leaving the tutorial area before you give up. Who knows, maybe it will start to grab you once the world opens up.
OT: I would at least leave Candlekeep before quitting (it's easy; just talk to Gorion at any time and you can leave; he's standing in front of the central keep). You may never grow to like the combat in Baldur's Gate; it's certainly not for everyone. Personally, I greatly prefer the squad based combat in purely turn-based games like Jagged Alliance 2 and Temple of Elemental Evil, but I can stand the clunky system in Baldur's Gate. Still, you've already paid for the whole series, so you might as well try leaving the tutorial area before you give up. Who knows, maybe it will start to grab you once the world opens up.