Yeh....going through the Dark portal was tough, I have just done that fir the first time recently.
Not knowing what to do, I ran straight out on to the road and was killed immediatly
Now I know, that you run off to the right and catch the winrider out of there to Thall straight away.
Persoanlly, I think your best waiting to lvl 60 before taking on the Outlands.
The quests there are considerably harder.