I just did. I love melee classes and I read Barbarian is the best. Unfortunately starts with awful gear! Any good loot I should look out for guys?

I've only played a bit of the first world before so I'm probably in for a lot of pain eh?

It's not really that much more difficult; you just have less armor, so you can't afford to get hit early on. For 1-1, you should find a shield (purchase from Nexus guy or a weaker one from the dregling in the level), and collect every Firebomb in the level, and save them for the boss. You can almost completely kill the boss with about 10 well-aimed Firebomb blasts. Also, don't rush through the level; take your time and learn the enemy's attack patterns and spawns. This helps greatly.

I will recommend, however, that if you want to min-max a good melee character for PvP (or PvE), you should probably go Temple Knight at first.