While I'll allow for the possibility that I'm just no good at the game, first I need to make sure I'm not just doing something wrong.
Having tried 7-8 times, I have not been able to even come close to winning the first quest in the Core Set as a solo player. Most of my games I'm not able to get a single advancement token on the first stage. Playing as a single player with just three heroes, the numbers seem stacked against me to be able to effectively quest and still attack and defend that round. The enemies pile up, or the threat tracker gets to 50 after a few rounds of holding the monsters back, or I have no choice but to take undefended damage and lose my heroes. I'm all good with having a challenging game, but for a quest with a difficulty level 1, explicitly described as an "introductory scenario," I have to wonder: is this meant to be played one player, with a single set of three heroes? It doesn't seem possible to generate enough willpower, attack strength, or resources. The rulebook doesn't address single player mode at all, so if not, what are the official solo play rules?
Update: Upon further research and playing, I think I can safely attribute most of my failures to an underestimation of the importance of traveling to and exploring locations. While still not a total breeze, it made threat level much more manageable.