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Is it normal for some things in Skyrim to be extremely strong?

Yes, it is. Actually, the rule is: the higher you get (higher in altitude), the more difficult the enemies are e.g. Frost Trolls or Snow Wolves

EDIT: and the thing that killed you was probably a frost troll, they pretty much own low-level characters. You can either find a second way past the Frost troll, try to run away from it (It isn't that fast, really) or wait until you are a higher level.

Yup; I found that a challenging fight 3-4 levels above where you are now, with a companion. So you might have to level some first, or just run past it.

I managed to kill a Snow Troll at level 4 using a heavily armoured tank, with Lydia, and tbh I still don't know quite how I did it, save that I used quite a few Restore Health potions and was probably a hit or two away from death at the end.

They're hard.

The first time I encountered one I ended up using Warcry on it and completely dodging the fight.

I have also ran away like a big girls' blouse from a Dragon Priest and have started to save my game like a reflex the moment I see a sabre-toothed [&@%!].

So, in other words, yes it is normal.

Damn, I remember him! I hadn't used any potions at all until then but in that one fight I swigged my way through all my health and magicka boosters. I never did find his lair... but I did get to the top of the mountain. Keep a fire spell in the offhand to stop him regenerating in peace and don't even try to block his powerful claws... dodge!

*removed joke, afraid it was a bit too much*

Those Centurions continue to be impervious to damage for me.

Lol i really hope i don't run into that troll. I just had an encounter with four bandits "two were chief bandits" that took me about 15 reloads to beat, and that was just outside Helgen, not high in the mountains or anything. I was level 2 and only playing on adept difficulty, this game is hard, loving it, i like my games challenging as hell lol, extends the time they remain fun, this ones got some life in it.

I'm playing on expert, and I ran into that thing at level 4.

It recovered more damage than I could deal. Finally killed him with dual flames and reanimating all the things I killed before...