Try chests whenever you can. Even if they're difficult, you can still get 'em. May take dozens of attempts, but I've done it... the "tumblers" that are used do not change between attempts. Once you know the unused tumblers, stop and try again if they're picked first.
As for what to do first, the Crypt is an entry-level dungeon. It doesn't get any easier... and your first wizard's quest sends you into the heart of it. Plus, you can do the Rumphy and get lots of XP
And on the topic of warriors, as soon as you can change to a new class, do it. I sign 'em up for barbarian school as soon as they can afford it. They can usually get there by level 4 or 5... remember that they have to get the killing blow in on 20 critters.
BTW, glowflies, roaches, and rats count... and die nicely with a burn scroll