When should I start sacrificing women at the altar?
Sacrifices are a risk-reward thing.
When you accumulate enough favor, Kali will reward you.
The first reward is granted when you reach 8 favor. A Damsel grants 8 when stunned and 4 when dead. You either get:
- Climbing Gloves
- Pitcher's Mitt
- Spring Shoes
- Spike Shoes
- Cape
- Spectacles
- Bomb Paste
- Compass
(Sacrificing a Mystery Box will award you with an Eggplant)
Those are nice, but the big thing to get is the Kapala, at 16 favor. This item is guaranteed.
The Kapala heals you when you collect enough blood. You collect blood by hurting enemies and then touching the blood droplets. Once you have collected enough blood, you gain +1 health and you can repeat this indefinitely. It's a very useful item, if you plan to go to the City of Gold (and beyond), because in order to reach the city, you have to meet certain conditions, and of of that is to kill yourself at a certain place and having a certain item.
The last reward is at 32 favor - Kali will grant you +8 HP.
I personally wouldn't go for it, but if you have the time and resources (sacrifices), it could pay off. If you plan to go to the Golden City, try to get this after you got the Hedjet.
Kalis altar will not spawn on the first level of the mines and most bonus levels, so you can safely rescue the damsel.
What I do (and have seen other runners do) is to do sacrifices as early and fast as possible to have a chance at the Kapala, since the early levels are not particularly hard. If you are lucky, you can get 16 favor on the same level, provided there are other valid sacrifices besides the damsel.