Exploring the other dungeons can be a dangerous thing without decent magic users ie. the ability to cast the PHDO and APAR spells. These come with level 7 Magicians and conjurers.
The first level of the Catacombs is just a survival test at this stage. There is lots of darkness and places where the APAR spell does not work. The PHDO seems to work however. Once you can survive there fairly easily, head for the second level of the Catacombs. The stairs are at N15 E16. The second level has a clue in it about the Mad God. It also contains a very nasty creature called a Soul Sucker that lurks in the southwest corner of the second level.