Typical dungeon path is something like this.
Tier 1 dungeons (in rough order of difficulty)
Norgos lair -> Trollmire -> Heart of the Gloom -> Korpul -> Scintillating caves -> rhaloren camp.
Opinion varies a bit, some find trollmire easier (outside of Bill), others norgos. Similarly, Heart of the Gloom and Korpul are interchangeable, some find one easier, others the other. Big issue in Heart is the boss and his shadows, which can be very painful to classes that don't deal with groups and being surrounded well. Scintillating caves is generally agreed to be second hardest, and Rhaloren camp the worst of the bunch, both filled with mages, and the ones in Rhaloren camp being exceptionally strong. Shaloren characters who start in the scintillating caves are advised to leave immediately upon entering.
Tier 2 Dungeons (In rough order of difficulty)
Maze (Standard) -> Old forest (standard) -> Maze (Alt) -> Sandworm lair (either) -> Daikara (Standard) -> Old forest Alt)/Daikara (Alt)
Opinions are fairly varied here, due to varying difficulty on the standard and alternate versions of dungeons. The horrors in the alt maze make it somewhat significantly more difficult, especially for new players, but the smaller levels and high concentration of gold chests (My record is 16 in 1 run... It's crazy.) make it a tempting loot magnet, that can be a significant boost. The old forest is frequently second, though some favor doing it first, due to less dangerous standard enemies, compared to either maze, though the lesser grade of loot makes it a later priority. Sandworm lair offers decent loot in the standard or alt version, but is hideously tedious and annoying regardless of which version, but neither version is hugely threatening once you know how to handle the tunnels. Daikara is by far the hardest region, in either version, and tends to pack stronger enemies, in groups.
Alt old forest is a special case, the boss there is rather overpowered at the moment, and tends to be fairly rough, though the regular boss is significantly easier. Due to varying opinions on difficulty, and different classes, it may or may not be for you.
Beyond the tier 2 dungeons, there are also some optional ones that show up around now.
Optional set 1
Hidden Compound - Randomly placed on the world map, can typically be taken anytime after level 15.
Ruined dungeon - Randomly placed on the world map, used to be handled around level 15, it's now changed and is easier to handle around 20-25. Your mileage may vary.
Lake Nur - Appears at the end of the old forest, handling it can be easy or hard depending on build, you want to try and do it before really high levels (under 25, definitely), but when depends on your own choices. Level 15-20 recommended.
Temporal rift - Typically, do this after either halfling ruins, or after clearing all the tier 2's. It appears on Daikara level 3.
Halfling ruins - Found west of zigur, northwest of dreadfell, typically, you do this after all the tier 2's, and any optional dungeons you want to do, before heading to dreadfell.
Past that, your journal guides you to dreadfell, and the rest of the game should be manageable from there. The Elven ruins should be avoided till much later, as should mark of the spellblaze. (Both are post-dreadfell, and elven ruins, even later then that.)
I hope this helps.
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