If you're still alive when you reach Geldar, he will teach you what you need to know while you're levelling up. Access levelling up by pressing the Character Sheet or the C Key. There's really no need to get into much detail with levelling here as Character Creation basically sums it up for you. Remember that you can choose up to 3 classes but I suggest you stick to one or two as then the distribution of skills and feats will be even.
After the encounter with Geldar, keep on exploring to get to some more rooms. You'll see a multitude of skeletons and goblins around the rooms which is of course a good thing. One of the areas is an alchemist lab, you'll want to explore this room that'll hold some potions that you'll need during your quest.