Sandbox is probably actually easier than the gauntlet modes overall, because you can go back to the same area more than once and grind XP and get rewards, too. Plus there’s ready access to shops in towns. And you still get progression for meta unlocks. The casual gauntlet is probably the easiest mode in the game, though, so might be worth maybe one run just to acclimatize.
When just starting out, if an event offers to let you go into something like a temple or dungeon or whatever and says that it will add nodes, I would turn it down. These typically contain harder foes, of a more limited spread of types, and will apply global effects that may fuck over your current build. They also give additional rewards if you can hack it, but if you don’t know what you’re doing it could well end your run.
There’s a couple guides by the game creator on Steam, I’d check those out.