What was your first ever roleplaying experience? Mine was Empire of the Petal Throne in 1976. There were a bunch of us who clubbed together to buy the rules, but we had no idea that you were meant to play as a party. Instead one guy was umpire and the rest of us took turns, each getting half an hour's gaming before it was the next person's turn.
After a while a couple of the players realized they'd get more playing time if they teamed up. They announced their intention to row a boat (the very boat every player starts EPT with) to the ruined temple that they'd spotted on the world map. The umpire warned them: "You're first level. You're not Conan, you're the mouldering bones that Conan treads on as he climbs the temple steps." Undeterred, they pressed on and were soon killed in the swamps.
Eventually we all got together and played as a group -- at least for the main Saturday sessions, although there was still a lot of one-on-one gaming during the week. The lesson of those two early deaths meant that nobody had much inclination to explore underworlds, which in any case were only ever a small part of the whole EPT experience.And by the way, in spite of the picture, we tended not to use figurines even back then.
However, much to my horror, the NPC who hired me when my character was 1st level sent me on a mission to the underworld. We were still playing solo then so I was the only player-character: a sorcerer with 1 hit point. (Technically under the rules that meant I counted as subdued without even having to take an injury.) Barely into the underworld, we were attacked by Hlüss and the party was wiped out. When the dust settled there was just me and a high-level Hlüss lord. I used my one and only spell, Illusion, and by luck killed it -- and then I turned tail and ran for the exit. When my employer recovered the bodies he told me I could have one of the gems recovered from the Hlüss-lord's carapace. We rolled and that gem was worth 12,000 Kaitars. A fortune! But I'd earned it.