I suggest rolling with a King or Marshall (leader of the armies, you'll have to ask around to find out who a faction's marshall is since its not a permanent position) as they tend to get defeated and captured less.

This can also give you an idea on the strengths and weaknesses of various soldiers in the factions. Learn how to fight and survive in various positions, and get to know what it feels like to fight at level 1 and eventually level 30+. This is good training too, to get you accustomed to how proper warfare feels in M&B. Some mods will allow you to enroll in a Lord's army. and when you are confident take on harder and harder enemies, and more and more at a time. Practice fighting 1v1, on foot, on horse, with bow, with spear, sword, shield, etc. Keep in mind regional banditry comes with various levels of difficulty and fighting styles, so the area around West Swadia is the easiest, littered with looters, the easiest criminals in the game. If you want something riskier but more rewarding, start attacking criminal bands. Too easy? Notch them up again, take on harder opponents. If its too hard, notch down the difficulty in the menus. If you aren't feeling confident in your skills, see how you fare against them.

In neither case does it drain your health so you can do it over and over as many times as you like. Every town has an arena where you can fight a number of other bots. Littered across the map there are training fields where you can spar with various difficulties of bots. You won't dry the ire of the factions without good reason. That was a criminal, not a guard, don't worry. I spawned in the first town and was attacked on sight by a guard Very different but lots of new content and very different style of play. I can also afford one of the DLCs right now, which is the best? Have a gander at the rules before posting, though we are always receptive of good new content. If you have any question about anything in game, search the subreddit for an answer, and if you aren't satisfied (/the question hasnt been asked in a while, got no responses, etc) feel free to ask the subreddit. Check out the guides in the sidebar, like the one Ashley posted

Mount and blade warband marshall guide