First levels in games are always easy. They're trying to teach you game mechanics, not flood you with things to attack. In this case, you get 3 imps and can only build a treasure room. Build the room, mine the gold. Dig up to the portal. Make a lair in the spot you dug the gold out of.

The water behind the gold is neat - it shows you how flies can scout for you. Beetles arrive, build a hatchery for them to eat from. Then build tons of imps! You can always use more imps. You don't run out of gold quickly for another 8 levels, so whenever you get a chance, build more imps.

Dungeon Keeper Walkthough Index