Being fairly new to RPG's I'm learning how to play them through Baldurs Gate, and from experience so far have a couple of questions.

I have had some of my party die a couple of times, so I reload the game and fight again until I get it right. Is this the correct way to go about things, or should I be accepting the death of someone in my party and move on until I find someone else to join? Not sure how it's supposed to be played in that respect.

Does sticking the roads reduce your chance of getting into fights?

And last, when you are traveling somewhere and are going through a new area, do you explore the whole area (which can take some time) or just travel the end of the area, to get where you need to go only stopping for fights and to talk to NPC's?

Just do what you want, really. Personally, I don't let anyone die, but if you particulary dislike that character, or don't need it at all, or just are lazy to repeat the fight... Well, you can just leave him dead. Also, if you don't remove him from party via removal window, you can resurrect him in a temple - there's a certain chance to fail the resurrection, thou. Quite. But that doesn't mean you won't get into any dangerous encounters. Well I do, since there are plenty of hidden quests, loot, and experience out there. Be aware thou that further you get from the roads and cities, the more dangerous the area tends to be.

I do this too, only because I'm too lazy to go all the way to a temple to revive my party members. They actually made fun of this practice in an encounter in BG2. It's certainly more challenging to restrict saving/reloading though, but play however you wish. Yes, very much so, but you also miss out on potential quests, story, and items. I think exploring the wilderness is part of the fun of the game, but if you encounter tough enemies you might want to go elsewhere and come back later when you're more ready to deal with them. I think that answers your other question too.

Thanks for the info. What you both said is what I was thinking. Does running away from the fights work much? Im sure I read in the manual than you could leg it.

as long as you manage to run out of the area, it work just fine