@OP You are not alone
I am only a level 11. I just walked around the whole time I was playing yesterday. Ran into a few giants. Jumped off a waterfall to avoid the 3rd and last one. (I killed the first two from a distance)
Then, I headed out towards Riften (from Whiterun). It was a long journey, I crossed through the mountain pass and ran into alot of Imperial Women going to execute a prisoner. I set the prisoner free and wasted the guards, then wasted the prisoner because he didn't seem grateful enough.
I soon forgot I was on my way to Riften (to join the Thieve's Guild) and just started hunting Elk.

Love this game so much

Happens to me ALL the time

i never really played a game like this before. i am in the same situation as you. when i got out of the cave in the begining and that guy said go off on your own, i kinda just looked around and followed that guy to that first city of riverwood i think? after that i chopped wood for a good hour or so? lol. i made some money and bought some novice armor and a crap weapon. i then just went exploring from there. i found a pickaxe, since finding that thing all that i do now is go in the hills looking for ore to mine lol. i then take it back to this city where i can smelt the ores and i make armor and sell them. i know it sounds dumb, but i actually enjoy doing this in this game. walking around aimlessly finding new things to explore. yup -- i walk around , mine ore, make [censored], sell [censored], oh yeah ran into two dragons. killed one, but then this guy krosis comes along and just rips me a new one.

Me too. We only get that feeling of "exploring a new TES world for the first time" once per TES game, so I'm taking advantage of it!

I started by walking out of Riverwood, heading back toward the standing stones, but this time I wandered off the path - and found something really cool!! (I won't post spoilers though hehe)

Then I took the carriage to a town far to the northeast, but instead of going into the town, I walked the road for a bit, then tried to climb a mountain. Again, I found some extremely interesting and cool things I won't spoil...but then I got overconfident and walked toward a fort-type place, where four mages jumped out and zapped me to death before I could even react. (I could swear I heard one of the mages call me "N'wah", which totally made my day! )

I even got swept down some whitewater rapids by accident (trying to catch salmon that were jumping upstream LOL).

Skyrim is so beautiful! I'm starting to feel reluctant to even start major quests...I just want to explore this gorgeous world forever.

PFM's companion, likely. Or can't you do inventory share in Skyrim?

And, yes, I do tend to wander around a lot although I do try to loosely follow the main quest.

Yep yep, i love just wandering around seeing the sights, and if anything catches my eye heading over (sneakily) to check it out ;D

Last night I happened across a line of three imperial soldiers walking a path while wandering last night.

I had some fun for a few minutes trying to kill all three before my stealth broke. I always sneak shotted
the first two, but by the time I got to the third my stealth was always broken.

But yeah, those types of random encounters make the game for me.

Like many of the other posters I have a general "idea" of where I want to get to and I start walking. As an archer I love to hunt so that distracts me quite a bit eventually I get to my destination albeit a nonlinear route, In many cases my routes look like the letter C and in some cases the letters W and Z its fun to check out things popping up on the radar.

I've been meaning to go to Riften for 8 hours game time now - I am an assassin after all. But Im like a kid in a candy store... ohh look a castle, oh look a cave, what is that over there??

I've done a bit of the main quest - but I think im putting it aside for now, I want to join the DB and get involved with them.

I think of this every time I see a "this feature is BROKEN" thread. How can you have any idea what endgame content is like on a game that was released 5 days ago? *boggles*

I do the exact same thing, but when I do it I always encounter dragons. While wandering I have probably encountered and slain 5-6 dragons.

I have about 10 hours into the game so far and have yet to start the main quest, meaning I have yet to see another dragon other than the opening one. I'll probabbly play another 20 hours before I actually decide to do the main quest.

Wandering and exploring is the most fun of the game.

I've decided to go far enough into the main story so that dragons spawn in world.
I have three shouts that would be useful to my class, but you can't use them
without dragon souls (I think?).

After that, I'll leave the story for another character.

Yea everytime I see a dragon I run away like a little [censored]. D: I jump half the time I'm playing

I always get the the first couple parts of the MQ (in Oblivion it was to get the gates spawning and in Skyrim I killed the first story dragon) that way the random spawn dragons can effect my wanderings...like ducking into the nearest cave because I am weak hehe

oh yes although i have interspread wandering with doing some of the main quest (not too much of it though).for me it is the best part about the elder scrolls games

I absolutely love hunting in the game. I'm nearly 40 hours in and have hardly done any quests. I joined the companions, done some random quests. Mainly, I wonder around in the plains to the west of Whiterun hunting any animal/giant that I see.

That's what I like about this series of games - open world, do what you want to do.

After almost 6 years of having everything structured for me (WoW and Rift), I'm finally back into a single-player game. Just have to remember to save often sigh.

Today I was walking around in the middle of no-where - on the side of a mountain somewhere, when this woman ran up to me, she just appeared in game. Turned out she had freed herself from bandits and wanted my to take care of them. I mean, how cool is that.

My mage is level 5 I think, and just started a rogue/thief/archer/sneaky stuff lol.

Great game.

Personally, the best thing about oblivion was the hilltop just above the sewer exit where you first say the light of day. Facing north I enjoyed many a sunrise and sunset.
Plunging into Skyrim I'm still looking for the best place to watch my sunrises

I wander between completed quests. Just last night I was trekking through a terrible snowstorm.. fought a dragon.. then afterwards making my way back the sun came out and I saw some structures I totally missed previously due to the snow storm. Made me wonder what else I had missed... freaking awesome.

Personally i find just wandering the best way to really experience the elder scrolls games, yeah sure there are quests and stuff but just strolling around can be just as entertaining......and rewarding.

I am at a point where I do wander, but I have to do a lot of sprinting and travel in zig zag paths to avoid repetitive fights with dragons. and ice wraiths. and trolls. and many other dangerous creatures. It would help if I had a horse.

Just finished the first dragon fight. Outstanding stuff.

Back to wandering

Yea it usualy starts out with me getting to the general area of my quest and then seeing a camp of in the distance checking it out and two hours later realizing I was halfway across the map.