The Caed Nua bounties slowly introduce you to the concept.
The first bounties you get in Caed Nua are not too difficult, and spawn in areas you will have already cleared (so that they won't interfere with exploration). Then they get progressively more difficult, and start to appear in areas you may not have explored yet.
Then by the time you get to the White March and get offered the Stalwart bounties, you should already know what to expect...
The thing is, by the time I got the building that offers bounties in Caed Nuam I was already level 8 and a little tired of Dyrwood and decided to go straight to WM so I had no knowledge of the difficulty of bounty hunting.