After playing a few games, I've come to the conclusion that it's most difficult to start with the Dwarves without Ingvar. Inferno is also challenging, but I've managed to start successfully even without Deleb (as I've already described). Opening the gates is definitely a good thing; it can be tough only until turn 4-5, after which Cerberuses start appearing, and the hero is already leveled up. And when we get the Temptress, we can even start conquering Utopia!
However, with the Dwarves, it's difficult throughout the entire first week; only after that does the game become more manageable.