You should think of "not the less" as a unit, in slightly more modern terms, like "nevertheless" or "nonetheless" (still formal and/or literary). That would give you: I was new to sorrow, but it alarmed me nevertheless. I hadn't experienced sorrow before, but it deeply affected me all/just the same. Naga's translation etc., etc. "not the less" is not common in current usage, so additional examples don't leap to mind. Note it, but move on. :)

this is form frankenstein. when the boy's mother died and he was about to leave home. but could you tell me what does"the less" mean here, and give me another example?? thanks a lot~

Yes, you are alarmed. Perhaps you could give more context. This sounds like a 19th century novel. Is it? 'I had not experienced sadness before but it still affected me deeply.' This is my rough translation into modern English!