What am I missing?

Hey all! First ever game of this type, usually opting for soulslikes but this took my fancy.

Trying the demo, on easy and I'm really struggling, to the point I must be missing something. It took me an hour to get to the Lu Bu fight as the guy I need to defend kept dying, I was right next to him and don't understand how to defend him properly, or heal him?

No I am on Lu Bu, and seemingly he can two shot me, while I take a fraction of his health.

I'm sure I'm doing something wrong. But can someone explain what?