I ended up making several different characters in Lord of the Rings Online. I finally settled on a Captain, even if the NPC ally is a little janky.
I got my Captain up to the level of the first dungeon, the Great Barrow, and gave that a try.
LotRO has an interesting dungeon system. You have to form the group on your own, mostly by advertising the the Looking For Fellowship channel. But once you form the group, you start the dungeon using a menu system where you select the dungeon and a level for the dungeon. Then everyone teleports inside.
Selecting the level is interesting too. I just set it to the level of the lowest person in the party. But I think setting it to a higher level rewards more XP and loot, but is more difficult.
The actual dungeon run was very disappointing though. It was a total zerg. The tank took off at warp speed and blitzed to the end. To make matters worse, the dungeon is a bit of a maze, so you're chasing down corridors and hoping you don't take a wrong turn and end up with more mobs.
It was also very dark, and very hard to tell what you were fighting. The bosses were okay, I'm not sure if they had special mechanics. But it is the first instance, so one really only expects basic fights.
I did try the dungeons (there are three separate wings) twice. I had to do it twice because the first run was so fast I didn't finish some of the quests. If anything, the second run was worse.
All in all, The Great Barrow has really soured me on LotRO. I don't really want to do more dungeons, and I'm not sure if I really want to keep leveling solo. Especially as the Captain feels like a dedicated group character.