The first boss of Pharos quickly spawns a lot of adds and you need to kill them quick or they build up and wipe you. I've wiped there many times in DF because of people thinking they can ignore them. Sometimes ignoring them does actually work but not always.

In Aurum Vale, there are some geysers that shoot up and hit you. You might also be standing in the yellow area which reduces your health until you move out of it. You might still have the damage over time from the first boss if you didn't cleanse it with the fruit.

All leveling dungeons hit hard too and require frequent healing without mitigation (these are dungeons 1-49, 51-59, 61-69, 71-79), but you shouldn't die in one hit so check your gear and that you repaired.

Paladin has a problem where it lacks both mitigation and self-healing compared to other tanks (unless they use Clemency), but that will be improved in EW.