You seem to have started out just right. Next thing to do is pick up some packs of Fields of Honor (just released) to round out your Drums of War Block collection.
The number of Allies/Abilities/Equipment/Quests varies depending on what type of Deck it is. Some decks do indeed have very few allies and lots of abilities and some equipment. Other decks run a lot of Allies, some Abilities and not much equipment.
Your allies should have a 'curve'. That is, more low cost than high cost, but at least 'some' high cost 'finishers'. Or, you could run some high cost equipment as finishers (although probably not in a Warlock deck :)). You want to think about how your deck will win (Rush, Control and hit big later, or something).
So, for a first deck, you could run 15 Quests/Locations 20 Abilities, 15-20 Allies, 5-10 Equipment.
Or, you could cut the number of Abilities and add more allies
Cheers.

Come play at C & Js in Newark, CA