Desktop Dungeons is special in that it's not a RPG, it's a puzzle game disguised as an RPG. Some dungeons, puzzles and challenges may seems impossible but as you keep playing, you pick up some new tricks, discovers some new interactions, combos and synergies between various powers, classes, races, items and game elements that allow you to break through walls that seemed impossible initially. And these seemingly impossible obstacles, the game has dozens more in store for you.
In a nutshell, it's like being given the numbers 2, 3, 5, 7, 11 and 13 and being told you need to add and subtract these numbers to get 33. And after you toil hard, you are told "nice, now combine these number to get 518" and you think "Whoa, this is impossible..." but then after much experimentation, you discover about multiplying and dividing, and solve the challenge only to be told "Ok, now get 15874" and then you think "Ok, this game's trolling me..." but you discover about power and square root... and the challenges keep ranking up and ranking up and the game constantly keeps you on your toes, forcing you to discover new sneaky mathematics magic tricks you didn't think were possible but were 100% intended by the developers.
It's not a RPG, it's not about killing weak monsters and linearly become stronger, it's about killing monsters that are ways stronger than you are and using the weak monsters as tools and resources to be used in order kill the big ones that will make you exponentially stronger, strong enough to defeat the boss.
The game hasn't been patched in months now, and the challenges and balance are in the same state as they were when I played the game this summer.
Without going into details on all the tricks and tactics you haven't discovered, I say, play the tutorial, read all the tool tips, and once you finish the tutorial, go straight away in the Explorer Guild in your kingdom to play the puzzle packs, as these will teach you tips, tricks and give you invaluable insights on how the devs expect you to play the game. I played those puzzle packs something like 50 hours into the game as a was getting stumped on the endgame challenges, and they still managed to teach me a trick or two.
till I get to the same spot where I end dungeons with one mana less for next item and one exp point less for next level and...
The whole game is like that, the whole game is about figuring out the tricks required to squeeze an extra exp point or one mana point necessary to complete a dungeon.