Make sure your resistances (lightning, fire and cold) are as close to max as possible, which the default is 75% without any nodes/skills, as a lot of damage is elemental. Be aware that there's a penalty to your resists as you advance from normal->cruel->merciless so while you may be capped at 75% in normal act 3, when you enter act 1 cruel you wil see it goes down. Can't remember the exact penalty off the top of me head though.
If it seems to be physical attacks then your main option as a marauder is to just stack as much armour on your gear as possible to mitigate it. Consider maybe purchasing a Granite Flask, which increases your armour by 3000 I believe for a short while, for when you know the big hits are coming so you can absorb a lot more than usual.
Obviously as a new player you may not be sure what type of damage it is but that comes in time. If you notice a mob type is destroying you more than any other then have a look on the wiki to see if it lists their damage type so you know how to gear accordingly.