IIRC the difficulty of WK, i.e. the monsters you'll face, are scaled according to the level of your party. Where a high level party might face an adamantine golem, say, a lower level party might face an iron golem.
But there are certain encounters where the monsters are the same regardless of party level. They can be considered the 'boss' monster of that particular level.
Bottom line? Go for it. There are some nifty things in the 1st level of WK, and it shouldn't be too hard.
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