Shovel Knight Dig is a lot of fun, but as a Rogue-like it can be frustrated going early. You really don't gain many things that will make your runs easier by default, it's more like Dead Cells in that you unlock things that *can* drop in your future runs. And none of them are really OP and make a night and day difference by themselves. Until you can survive long enough to gather several upgrades, you are going to hit a skill wall. You will always start with the same health and same magic, any upgrades are for that run only with the exception of armor, and you have to get pretty good to unlock the blacksmith.
Unless you really like games that smack you in the face right away, be sure to check out the Accessibility settings. Note this menu doesn't appear on the main settings menu, you have to get to it in the in-game settings. You can increase your starting health, damage you do, game speed, and food and gem luck. The default four health when practically everything takes a full bubble until you get armor is a little ... ambitious. The game is way more fun when you feel comfortable taking a few more risks for cogs and secret stuff. Save the default settings for after you "git gud".