Even low level heroes need to face off against a villain of some sort. But if you keep it in line with the players' capabilities they're not much of a threat outside of their tiny domain. So bring on the mustache twirling and top hats, because you know the players are going to mock the antagonist's impotence so you might as well play it up. Milk it for all it is worth. Save the seriousness for the antagonists who are going to last more than a few sessions.