First I would say have a rough idea of what type of character you want. You won't be confined to it, but it makes your early perk selections more effective. As others have said, don't try to be a jack of all trades, at least not in the first 20 or so levels. Focus on 2 combat skills max (preferably 1 melee i.e. One handed or Two handed, 1 ranged i.e. Archery or Destruction), 1 armour skill (hevey or light), block and maybe smithing if you're not rolling a mage, in which case focus on 2-3 schools. This ensures you won't be carved up by Draugr Deathlords and other such nasties later on because you decided to spread you're skills too much. Leave dabbling for the midgame. Early on the other trade skills, alchemy and enchanting just aren't all that good. They get seriously beefy later on, but dumping to many points into them early on will leave you on the receiving end of a Draugr rape-train. In terms of picking races, it doesn't matter as much as previous games. Unless you're playing a mage, any of the races can fill out pretty any role. If you're playing a mage, the three races you should be choosing from are the High Eleves (Altmer), Bretons or Dark Elves (Dunmer). Altmer get a starting bonus in all magic skills and +50 on their starting Magicka (5 levels worth of levelling), making them potent pure mages. Bretons are good for Spellswords with an emphasis on conjuration due to their +10 starting bonus, starting Conjure Familiar spell and 25% magic resistance. They're not quite as good for pure mages as they don't get a boost to magicka right of the bat and don't get bonuses in Destruction, so it's best to play with a one-handed weapon in one hand and a conjuration spell in the other, until you get the bound weapon spells. Dunmer are good for more offensive spellswords due to their +10 in Destruction, +5 in Light Armour, 50% Fire Resistance and Sparks as an additional starting spell, which is good for dealing with mages as shock damage damages health and magicka. Again, pair a weapon with a destruction spell.
Beyond the first 5-10 levels, the game is your oyster. You can pretty much do whatever you damn well please.
Also, and I know I'm going to sound like a colossal arse so I apologise in advance, but you probably should have got it on the PC. Mod support, user made patches and console commands can really help the experience and tailor it to your playstyle. For example, I play with mods that make combat more difficult and add survival elements like hunger, thirst, fatigue and exposure, 'cos I'm a mad bastard. Ultimately it doesn't matter. The vanilla game is still really fun and I went about 200 hours before dabbling in mods so don't feel as though you've made a bad purchase. Unless you don't enjoy. In which case you kinda did.
