My wife and I just played our first game last night, and we got slaughtered. We didn't even get one progress token placed on card 1b of the first quest. It seemed we just didn't have enough heroes and allies to both make progress on the quest and defend and attack. Is there something we should be doing that we're not? We were also confused by engagement and combat. So we have to exhaust a character to defend and a different one to attack? That's what we were doing. It was confusing to us that an exhausted hero can't defend, but an enemy that already attacked can defend itself. We found our threat level going up at the end of every quest phase, and since we were committing multiple characters to questing, we didn't have enough to both defend AND attack, which left us either being undefended and taking wound tokens, or defending but leaving the enemies there for the next round (to hit us with even bigger threat level damage).
What can we do differently?