I thought it was hard (well, not really hard but more like tedious) for a rogue too until I actually focused on damage early on. Like other people have suggested, take a point in dagger mastery early. It will make a huge difference in the early dungeons, esp your first one.
1. If you're playing a halfling rogue, I suggest taking a point out of their racial at level 1 and putting it into other talents, probably dagger mastery or accuracy. You won't really need the racial until you get to Prox the Mighty, so you can just pick it up when you reach level 2 or 3.
2. A green/blue 1 hand weapon is usually better than your starting dagger. Equip it in your main hand until you can find a good dagger.
3. Sometimes you just swarmed 5 trolls at level 1, or maybe a cutpurse or a skeleton warrior. That just means you're unlucky. If you run into these kinds of things on Trollmire, then get out of the area and try the other starting areas like Norgos' Lair.
Is this supposed to be impossibly hard?
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Re: Is this supposed to be impossibly hard?
Rogues these days start with a sling and ammo and shoot talent. Using that with traps lets you take on enemies at range and safely. Getting the enemies onto you traps can be tricky, but it's pretty safe level 1. Remember to use your regen infusion sooner rather than later, 50% is definately low enough.