Dying and exp loss are only really issues in Dynamis or HNM fights (vs the nasty ones or if your HNMLS really really sucks.) Beyond that you shouldn't worry about death too much. Whatever you lose can be regained in a matter of time.

As for what the game is like early on. It's mostly solo to 10. Then after then your in a party for the rest of your leveling career to 75. Lest you go BST. Then you can solo to 75 without ever once getting in a party. Well unless you just suck as a BST. Like me. <.<