You don't get "experience points" for killing anything, and there's no "leveling up" (though drinking potions of life increases your max HP). You can see your HP (and your nutrition) as liabilities but they're also resources -- if you go several dungeon levels without losing any HP, maybe you're being too picky about your fights. If you end up popping a bunch of life potions in the first few levels, maybe you're not being picky enough.

Stealth is a totally valid tactic (press ']' to turn on a view of the stealth radius, notice that spending a turn waiting reduces your stealth radius to 1/2 normal, and also I like to press '\' to turn off the dynamic light effects to make it easier to see my stealth radius). You can get through the game in leather armor (especially if its a special one that lets you reflect incoming spells or that lets you blithely breathe otherwise-harmful atmospheric effects).

"Mobility" builds that let you be super choosy about your engagements are also workable (lots of obstruction, blinking, and tunneling).

Tank builds where you've got enchanted plate and broadsword and you're smashing everything also work, but really only to a point. You won't win going head-to-head with dragons.

"Mage" builds with a couple enchanted damage staves and a ring of wisdom are fun, but I scarcely ever find the items I need to make it work.

Oddly enough, the majority of my deaths are to eels :\

I love love love Brogue. Read the code too, the author is great about doing things like building gradient descent maps for the dungeon level and only invalidating them when the dungeon configuration changes, that kind of thing.