Part of Entombed's design involves making the most of what you get rather than choosing optimal conditions, this is why some race/job combos are intentionally harder to work with and you need to give right secondary jobs to compensate.
The goblin king however is not that tough, so something suggests to me that your doing something fundamentally wrong in how your playing the game.
Possible newbie mistakes include 1: not comparing equipment you find to end up with better (all items are unique therefore two good bronze short swords are not equal).
2: trying to combine magic and technique based jobs. Since magic jobs increase mental stats per level and technique jobs increase physical ones, this is just a combo that will not work, since a fighter mage ends up being half as powerful as either a fighter assassin or a mage necro.
3: Not distributing skill points correctly. Since you have no choice about who is attacked when, putting points into armour types is a waste of time, it's better to concentrate on attack skills. Also, don't put points into a weapon skill unless you can be sure of having a good version of that weapon (short swords is good).
Also, distribute the points around.
4: Forget to use targeting especially with magic. ice blast to the head can make the game almost a one attack slug fest, particularly since magic never misses even if you aim for difficult head shots (yes, this is a huuuuge! imbalance and does make magic jobs better than technique ones).
5: Forget to rest. There is literally no reason not to rest after each fight as there are no penalties for resting, save healing potions for battles.
6:Target the same enemy. If an enemy is up and fighting they are damaging you. Focus on one enemy at a time with all your party. The one exception to this is if you have a spell like sleep or a knockdown attack that decrease another enemy's effectiveness, also remember any defensive techniques such as sneak attack that put your characters out of the line of fire are going to be useful.
7: Remember cooldown timers. Flurry sneak attack looks like an awesome combo, however it's going to put your fighter out of action for a while. Usually I only do this if I can be sure of killing an enemy or if I want some payback.
if all else fails, try an elf necro healer, or if you've unlocked it necro druid. Ice blast to the head plus a skeletal companion equals an easy trip through the dungeon.
if you get a fighter, make them an assassin or thief (assassin critical hits and sneak attack makes a good combo with any physical job), and if they're a race not suited to be physical fighters like Halfling or they can't be assassins try bard, indeed Bard is a pretty overpowered job generally whether as primary or secondary.
if they are a magic job, make them a necro or druid.
Remember that though half orc and ogre are nominally easier options, the dungeon races generally have a harder game since your more likely to rescue something useless like a goblin or Kobold or ogre mage.
Hmmm, writing this makes me want to go back to my entombed handbook project.
hth.
With our dreaming and singing, Ceaseless and sorrowless we! The glory about us clinging Of the glorious futures we see,
Our souls with high music ringing; O men! It must ever be
That we dwell in our dreaming and singing, A little apart from ye. (Arthur O'Shaughnessy 1873.)