Mount&Blade: Warband is awesome. Even more so with a few mods attached (myself, I've played Floris and A Clash of Kings, the latter being a full-blown Game of Thrones conversion).
Stay away from With Fire and Sword, though. It feels more like an unfinished mod to M&B than a standalone game, it has serious balance issues (essentially, the more powerful your faction becomes, the weaker it will be because of the ways how territories are captured and defended), and its early-game is rock hard and unforgiving. In Warband, you can take your trusty horse and a weapon of choice, and charge down any pack of marauding bandits. Early-game, where it's just you and your horse, you'll be able to beat small bandit parties because of the enormous advantage the horse gives you. In With Fire and Sword, the bandits have firearms, and they know how to aim them. Both you and your horse, and possibly your little party of soldiers, WILL be gunned down if you go for a direct charge. After your defeat, you'll lose both money and some gear, and possibly also your horse. Good luck recovering from that. Also, don't ever expect to survive a siege played legitimately, no matter how high-levelled you are, how good your gear is, and how low you've turned the difficulty. No matter if you're attacking or defending, that one stray bullet will find you, or you'll be overrun with enemies.
But back to Warband, it's awesome. Try out a couple mods too, once you've come to grips with the main game! If you wish to stay Native for the time being, my recommendation is to go for the Rhodoks. Their crossbowmen will overwhelm even an armoured cavalry charge (which you hopefully won't encounter early-game), and their Sergeants are the second-best infantry in the game, only beaten by the Nord Huscarls, which have an upkeep cost several times higher. Rhodoks will rule sieges too, where everybody is on foot (and the Rhodoks are specialized for foot combat). Once you've gotten some experience and a few hardened troops, you might also want to check out the areas near Rivacheg. Sea Raiders spawn there aplenty, and they provide lots of exp. and drop decent gear for you to sell. Beware, however, that they might put up a bit more fight than the average bandits.