I just started this game... it can be such bullshit, but it's usually not cheap. It's almost always your fault that you died, so it'll make you hate yourself even more when you look in the mirror and see a pathetic soul who did not dodge.
In all seriousness... the beginning area is really tough. I found the cane / whip to be a good choice because even though it's a little weaker, it can handle several enemies at once, but the best advice I can give you from the get-go is to get the item that allows you to buy the other starter weapons (I think it's in the sewer). Being able to switch from the whip, which is fast and light and great for certain situations, to the axe, which can level some bigger enemies, was extremely helpful to me. The axe will help take care of non-staggering enemies, and the whip will help control crowds, if you get yourself into that situation.
After that, I'd suggest finding a better armor set. In this game, you can find them on ground sometimes. If you look around, the first one you get helps immensely.