Running from monsters

[SquidGoneFishing]

Is it possible to somehow escape monsters? Whenever I run into some that are too powerful they follow me no matter how far I run.

Perhaps I just need to be better prepared?

[Sylon / Redshift]

Sorry but no, you can't run away. The best ways are using boats to travel to another port, or using some of the teleports, or using the mark/recall spells.
Also of course you should be more careful, stepping only into territories where you can meet weaker enemies. You have to get some experience to learn where you should go first on the island and where not. If you want, check some of the guides for beginners in the Guides section of this forum, it contains some very good walkthroughs, tips and tricks for the first areas.