Veteran is indeed too difficult on early levels (1-10 or so).
It isnt important, if you’re familiar with other ARPGs or not - more important, if you’re familiar with GD mechanics or not. There are some really good starter builds, who can slice through content like a hot knife through butter - for example, an Albrecht’s Aether Ray mage hunter. But still, better start on “normal” at least for 1-10 level, till you get few decent items and skills, at least.
I can explain it more in more detail, if you’re interested.
BTW, a nice comparison with Dark Souls. If you remember, there are 2 paths from the start - one leads to kinda easy starting area, while another - into far more difficult mid-game one. Obviously, if you go the second way from the start, it truly gets “prepare to die”, but if you go the first one, it’s kinda easy.
You didn’t take any damaging abilities. You also started with a class which relies on weapon skills, therefore needs good weapons and gear to become strong.
Pick up Amarasta’s Blade Burst or Phantasmal Blades for damaging abilities. If they start to cost too much energy, you might want to level their passives first. That will increase their damage while keeping their energy cost the same.
Since you’re new, expect to be super confused and mess up. There’s some basics to learn about building. It’s generally a good idea to look up some beginner’s guides. This game’s character building is complex and needs some knowledge before you do things right.
Veteran difficulty is fine. You’ll see that for yourself once you gain more experience. Do some research and don’t give up on it
Level 11: 2pt Mastery bar, 1pt BoB - Attribute Point: Cunn
You absolutely can survive in Vet AND dual-wield by being attentive and moving away from shit. Look for gear that bumps resists, at this stage you might want to prioritize Poison res more. Attack speed bumps on both weapons, of course. As you get closer to level 10+, energy regen will become more of a factor as ABB gets more points dumped in it combined with Pneumatic. Wear caster gear on that head and chest to compensate. Spec into Phantasmal Armor to help offset as well (which is what this character will be doing at level 12).
Between levels 10-20 you should then begin finding Veteran begin to become “easier” if you focus on getting/finding resistances built up on your gear. Once you feel like your damage feels “strong” you can also more readily abandon the “1pt Mastery bar” approach somewhat if you like and more freely open up the mastery bars for your chosen mastery’s.
Between levels 20-30 it is very possible to have all your resistances very high or even have many of them maxed as long as you keep a keen eye open for resistances on your drops, at the merchants, in your Devotions and skill trees, and take advantage of resistance-heavy components at the Blacksmith.
Resistances (and strong damage output - AoE) are the key to early-Veteran survival.