Play the scenario’s if you’re having trouble with the battle. They help you get a feel for the combat and how to survive the battles. As for the fights themselves, pay close to your position so as to minimise the effectiveness of the first round of actual combat. For example: you can move your units so that they are within range of the enemy, but if enemy moves to engage they’ll lack the AP to attack (2-3 hexes should do). Also pay attention to what gear they are equipped with and match your mercs accordingly – against an axe wielding bandit you’ll want to avoid having to rely on a shield, while a shieldwall + riposte is great against werewolves. Gear is also crucial so salvaging it can make a big difference – weapons that can ignore armour are a great way to score some nice armour early on (dagger, knife, etc.). Feel free to play around with the different weapons as all of them have their uses and some might suit your playstyle better than others.
As for Orcs, you can also repel their charge by putting up a spearwall. You’ll want to avoid fighting Orcs until your confident about dealing with bandits and such though. Good armour helps a lot in weathering their charge, as does having higher levels.
There’s also no shame in starting at easy and working your way up from there. Difficulty alters the amount of gold you start with, but nothing else. You therefore get a flying start with good gear and lots of recruits, so you can make more mistakes. As you get better, you’ll be less reliant on those, so you can move up to higher difficulties.
This thread also has some good tips, just read past the arguing.
Hope that helps. :)