Yes, campaign is best used as a turtoral. When it comes to sandbox play (my fav), there are several necessary things to do.
Build your settlement next to FOOD, (fertile land). Hire some NPCs, equip your sov w best armor u have. Build tech research buildings and research first few mil techs (better armor) (oak spears) , Equip sov/NPCs with them. Traveling boots add one movement, if you can afford it, buy them for entire wandering party. If you have magic research either magic arrow, or the second level summon familiar (or both). Summon familiar and keep it close. Form your party and level up, while claiming the goodie huts, and doing the initial (easy) quests that pop up.
However, there are several GREAT posts on this site. Please take time to search fro them, and read... theres is more detailed advice then the general advice i just wrote. Have fun, explore, and enjoy.