You really have nothing to lose trying anything in Guild Wars as there is no loss of anything if you fail, with the exception of a Survivor title or 1000g entrance fee to UW perhaps.
The henchmen in the starting area are built to the level they development team generally expected to tackle the mission with a full team.
If you are below their level, it's going to be hard. If you are at their level you should be able to make it with a couple of other players or the henchmen. If you are above their level by 4 or more, you should be able to handle it with minimal help.