Skyrim can get very difficult at certain points and you might often find yourself overpowered by higher-level enemies. There are a few options for you to overcome this. You could leave, take on some smaller quests, and level up your abilities some more. You could also gather money around Skyrim and buy better equipment. If these still aren't helping you overcome your challenge, then head to the menu and change the difficulty. This will greatly alter the damage your enemies can take and also make you more powerful as well, though this option should never be relied on as it is a bit of an easy way out.