Mindcrafter at least can bluff (confuse) his way out of many situations...if you get 3 talents you can select the heir gift, empowered robe of protection, which is a bit of PV.
Thief/Farmer/Merchant are real weak here, but with coin throwing mabye merch's can be okay, with long stride and quick talents. Get a few levels (in SMC) and then mabye the UD is doable.
Another thing is swimming skill. Without it, chars really take damage in rivers. Need many HPs and prayers to get across then. Humans have swimming as race, and quite a few classes too. Barb gets it, and the make them a tiny bit better than the evaluation. No healing and no swimming is one way to starve to death in the UD...
I believe the really weak classes will need a tough race to back it up. Bard is survivable enough, so Dwarf may go to the weakest class we get.
About mission 1, it would probably be best to remain in the dungeon as long as possible if it appears safe to do so. It is danger level around 6-7-8-9, so I believe it doesn't corrupt until day 90. However, we are not allowed to go to the pyramid until mission 3, and that we ideally should complete all (or at least first 4) dwarf quests, which we only can do at mission 2. So our PC level must not grow to be so high that we are shut out from pyramid.
ADOM General's warning: Treasure Hunting causes slowness, frailty, terrible markmanship and is dangerous to your characters' health