There are generally 2 paths to starting, slowly leveling up the slaves through jobs to earn enough gold and exp for a comfortable start, or the slightly more risky approach of starting combat immediately to get gold and exp quickly. I tend to do the second and recommend it as a stable way to quickly play the game, though it requires some specific knowledge of mechanics to pull off effectively.
If you want to do it the slow way, I recommend checking the wiki for job mechanics, it's not fully up to date but it will still be a good reference. Hunter is better than Forager, but requires more courage. Entertainer is a good job for gold, but requires Commoner grade.
Starting as a hunter tends to be easier for beginners. Wolf-halfkin gives great early game bonuses. There are some small exploits at the beginning of the game. The first quest of the Mage's Order can often be completed instantly by buying a cheap slave from the Slaver's Guild. The same is occasionally true for slave guild requests.
I tend to start with 2 agility(needed to wield sword, 1 strength and 1 agility is fine for dagger start), chain armor, and if the exploits worked out a sword. I leave my starter slave at the mansion until I have enough gold to fully equip them. This build allows the player to explore the first area without getting ambushed so the player can always chose which battles to fight and is quite sturdy. The fastest money in the game is acquired by defeating bandits that are bullying a bystander. The key is asking the rescued bystander for a material reward, just forcing the bandits to escape is enough. Generally you need a slave or quite a few levels to defeat them before they escape; it will grant more exp and loot.
To recover HP, buy bandages at the market; I tend to leave them at the mansion to conserve weight. The first use on a person per day will heal 1/3 of max hp, subsequent uses will heal 1/5 of max hp. Before you end the day, buy 3 supplies, go exploring, and rest before returning to the mansion. This will reduce slave stress enough that it won't cause problems, and they will have enough energy to work a job if you want more food/gold. If you remove slave from your combat group while they have high high stress or low energy, then you will not be able to add them back to your combat group till those are resolved.
Edit: spelling