I don't recall any Rat Kings in the game. Are you sure you mean in A5?
EDIT: Oh, yeah, the Rat Lord NE of New Harston. No, you aren't supposed to kill him that early. Well, you could, but I didn't. I usually start off with Hickriks in the NW, then the goblins in the SE, and then the Rat Lord, so I'm a little higher when I fight him. Of course, before doing any of this, I do some quests and kill all the roving monsters. There are many ways of playing A5, so yeah, I guess you could do that.