The level difference is much more noticeable while you are at low levels, so you will feel a lot of pain from the charr in the early missions (masses of lvl 5 and lvl 8 charr will hurt).
I would suggest doing some questing and getting experience and extra skills there first. THEN go for the missions.
In my latest games, my structure for the Prophecies characters was:
-get as far as posible in presearing (I just HAD to see the corpses of the 4 charr bosses in the north

), leaving the area at at least lvl 8
-start off with ascalon delivery quests, then the piken square and similar
-start doing missions, making sure to get the bonus for hte extra XP
-make my way to Kryta ASAP, usually doing missions
-go to cantha/nightfall for the high armor and their much richer quests to get me to lvl 20