How are you guys doing the levels?
I do, 1-1, 2-1, 3-1, etc...1-2, 2-2, 3-2 etc..
I think that's the intended order. At least, from the looks of it. I think the developers had that flow in mind.
I would even suggest being in your 40's before trying the Red Eye Knight by the looked door in 1-1, he's pretty nasty. If you are decent at fighting though, you can probably take him in your 30's pretty easy. Just watch, because if you have black world tendency and engage him where he stands, two black phantoms spawn in right behind him and you'll probably get your shit pushed in. So you are better off pulling him away from that area by the door.