New to the game; I'm playing the Hobbit saga adventures. In Dungeons Deep and Caverns Dim, I managed to get the last riddle quest point with all of two cards left in my player deck.

If I hadn't ... what happens to riddles when the player deck is exhausted? I know in the normal rules you don't reshuffle the discard pile. Is this an auto-lose?

Can you ever choose not to draw cards in the resource phase? I had Ori so I was drawing two cards per turn ... if I hadn't got the last riddle, I'd have draw the rest of the player deck on the next resource phase.

You can't choose not to draw. There are a couple of quests where that can actually pose a problem-- Steward's Fear if you get the Up in Flames plot card is the one that comes to mind.

For the riddles, I think you will automatically fail if you have no cards in your deck. It doesn't explicitly say so in the rules, but if you can't provide a match for the criteria on the card, you can't solve the riddle. A parallel example is Burgle attempts in the second Hobbit saga box -- in that case, the rules do explicitly say you automatically fail the Burgle attempt if you have no cards left in your deck.