I've been playing MM6 for a while and I found myself constantly enganging in fights where the only way I had to win was by attaccking some of the enemies then retreat to heal by resting or temple, or make the enemy chase me and slowly attacking them with arrows, comparing to previous games where you just went to an enemy and fought them this feels weird, am I doing something wrong or am I just bad at the game?

In the beginning, that certainly seems to be the best method. I'm about 24 hours in to the game and I am still doing this with most new enemies I encounter. The number of enemies can be pretty execessive at times!

He who fights and runs away
May Live to fight another day

I guess this means I'm fighting correctly.

Pretty much.

Sometimes it is easier to charge in to a small group in Real Time and just hold the attack key down if your party is good enough at melee. However, especially later in the game, enemies are strong enough and numerous enough to mow you down if you try this while more than a few enemies are in attack range. Kiting is an amazing tactic against melee, as is popping out of cover to fire off a few shots before ducking back behind the wall against ranged attackers.

Until you get the end game weapons. Then even large crowds of enemies are mostly a non-issue.

Out of curiosity, what were the starting stats for your warriors/mages etc.
A good boost to Constitution can help the early part of the game
(or endurance or whatever this game calls it.)
Edit for spelling

Well, I'm not sure if this ones are their original stats but their curret value in endurance is:

Cavalier - 21
Paladin - 31
Cleric - 20
Sorcerer - 18

Also is it bad to not give spells to the Paladin? I don't do that because he has very little PM or whatever they are called

I'd give him the Heal spell ASAP, so he can help with healing (especially in keeping your cleric healed). He might not have much MP, but there is no sense wasting what little he does have. For similar reasons, I'd also make sure to give him the various spells that cure status conditions (your cleric can't fix her own paralysis).

From there, I'd give him use all Self magic learning books for spells your cleric already knows, instead of selling those books. Once I've got plenty of spare money, I'll fill out the rest of his spell book; this isn't necessary, but I like having the full set available when I have spare gold for splurging.

That group should be able to stay in the Field for a good period.
As for Paladin, Bookwyrm627 is a good way to go.
I never liked or used much a Paladin in the game. I would have a Knight that could last a good long time in a fight but have my other players heavy in magic. Haven't played for a while but some on the Board suggest Knights with Vampire blades are the way to go. So if I get a chance I may try that.

If your playing style doesn't require your paladin casting spells there's no need to force him to. Books are bought and spells are learned quickly from them if you decide to change your mind.

Ok, thanks everybody.

For MM6, iirc, a paladin was basically a knight that sacrificed some hp in exchange for the ability to cast clerical spells.

Yep. Loved the Paladin In Bulder's Gate. Not so much here.

I think I understand your meaning now. If you will never have the character cast spells anyway, then paladin is just a knight with less hp.

To me, the sacrifice seems well worth it. You don't need much of a skill point dip to get expert magics (and master Spirit), so having somewhat less hp per level always seemed like a great bargain, especially since the paladin can do everything the knight can do AND the pally can convert his mp into hp (or status fixes) for himself or other characters.