Chances are you're doing it wrong! When you start, in Prontera theres a NPC called "Novice Gear Shop". Sell your Cotton Shirt and Knife there, you'll get 30 Zenny.
After, go to the Shop and buy Novice Hood, the Dagger, the Armor, the Shoes and the Shield. Go to the Doctor and heal your HP for free. Go south to the Warp Girl and go to Payon Dungeon and in the floor 1, you should be able to level up super easy.
Pm me and I'll show you how and help you out (I won't tank for you, but I'll help you by showing you what to do, etc).