OK, I was helping a couple people do their quests last night and I noticed that they could use some survival tips.
Exploring and Combat
The Target Caller
When your party is exploring or doing a mission pick one person to be the "target caller" or "caller". This person will use Ctrl+click or Ctrl+space to call out the target that everyone should attack. Once the target has been called you should see a message that says something like "Four Two Zero is attacking Charr Chaot". When you see one of these messages you can hit t to target the same creature then space to attack or you can click a skill to use on that target. It is always best for the entire party to concentrate on a single target at a time.
NOTE: Ctrl+click and Ctrl+space can be used to order your computer controlled henchmen to attack a specific target.
Creature Patrols vs. Guards
There are 2 types of groups of creatures in the game, patrols and guards. Patrols wander along specific paths usually moving from one group of guards to another. Guards tend to wander a bit, but never very far from their post and they will often run back to their post when they wander too far from it.
Use the inner circle in your compass map (upper right) to determine how close you can get to creatures without them seeing you. The little circle represents a creatures perception range and creatures can only see you if they are within that circle. If one creature in a group sees you the entire group will see you. If you are careful you can often lead one group of guards away from another that spawned close by so you only have to take on a single group of 3-4 at a time. (Best to choose a single party member to get a group of creatures to chase them to where your party is waiting.)
If you are patient you will rarely have to fight groups larger than 3-4 creatures, though fairly large guard groups (6-8) are stationed outside of every map transition. Also, later in the game patrols follow longer, more complicated paths and at different speeds.
Attack the Healers First!
When taking on a group of creatures always concentrate on the healers first. Often you will have to run around the warrior creatures to avoid getting stuck on them. Once the healer is down go after any necromacers since they will start raising bone horrors from the corpses. After that hit creatures that can dish out a lot of damage but can't take much, Elementalists, Rangers and Mesmers. Last, take out the high defense creatures. Often this strategy leaves your healers open to the creature warriors so make sure to throw some healing and protection at your monk during battles.
If an area looks too hard, it probably is.
If you are exploring, the shortest route and the quest arrow aren't always the best direction to go in (in fact, they rarely are). There is always a fairly easy way to get from one map note to another that may be much longer than any of the other routes. If you run into a little village of creatures it is almost certain that you can skirt the village or just avoid it entirely and take a less populated but much longer path.
Helpful Keyboard Commands
Ctrl+space/Ctrl+click/Ctrl+skill - Use this to inform your party of your current actions. Also used to command computer henchmen.
space - Used to attack, much more efficient than trying to click a specific creature in the heat of battle.
c - Target closest creature.
t - Target the callers target. (After the caller uses a Ctrl+ command)
tab - Cycle through all creatures on the compass map starting with the closest.