I would argue this game was intended to be done solo, and solo you're playing it as originally intended. Ever think it's strange, to get quests each character individually has to talk to the person, all get the same letter, and all 6 have to deliver it to the same person, then to get your reward you have to again, one at a time, talk to the person 6 times about the same thing with a different character selected? That's not a game designed for a "party"... it's a game designed to be played solo and changed to allow a party afterward.
A solo character will be overpowered in the end, but I find it still fun figuring out how to develop and play solo. You need to be a wizard it's the only way to get stonecraft otherwise you will have a very, very hard time (the next opportunity to get it will be the last dungeon in the game where you can switch to valkyre or zenmaster). Pick an elf or Oomphaz, I have a hard time deciding which. The elf is a bit more versatile because they can wear more armors, have high parry, but I find they run out of mana and I need to depend on melee more. The Oomphaz gets special clothing and armors, can cast more spells before running out of magic, and who doesn't like playing as an elephant! I'm a person that likes to buff and cast so the Oomphaz was a better choice for me.
I play with Heuristics unofficial patch and Ludmeister's mod and I'm not sure if it's a feature of those but I noticed females get +1 parry on their starting stats (it may be height or weight) vs. males so I play female. The female elf I started had +4 parry naked, my Oomphaz +1 with same agility & dex. Intelligence I feel is very important, I like to start with 18. Then it's up to you how far/uber you want to solo. You could go Mage->Warlock->Ranger->Paladin->Assassin and will have all the magic schools. Since the game allows you to reset adventures, instead get all the magic schools, go barbarian and reset adventures. Now you'll be a level 1 barbarian, with all magic schools, and be able to go back to warlock for more training. Instead, do barbarian until you get stunning blow from warriors guild level 5, then switch to something else (like Paladin) until you get Crusade, switch to Samurai for Tiger Strike, etc. then reset adventures again and you can become a solo adventure with all spells and the best ability of most classes.