When to abandon a run?

Fairly new to this game and have been ramming my head up against the Darkness difficulty. I've tried Carmilla, Aladdin, and Beowulf and always seem to have trouble.

I've started to think that if I lose two feathers before beating the first chapter, it's not worth continuing. But, at the same time, I wonder if it is more likely to lose feathers early game, and I push forward regardless since I'll likely be more powerful in the endgame.

What's the general concensus? How often do you abandon a run and for what reasons?

Also, side note, but is doing quests necessary? I've been pretty much avoiding them since my first few runs as they felt like a waste of time as I rarely was able to defend the pig houses solo. It seems like my time is better spent trying for other red chests and shards.