Khajiit are awesome, hope you have fun with your new character. Unarmed claw fun is pretty nice, if you're playing on PC you might want to look for some mods that add claw damage scaling.
I recently started playing Re'norr, a Khajiit witch, specializing in Destruction, Conjuration and Alchemy (might utilize some more Alteration and Illusion later), and minimal to no armor (sometimes boots, nothing heavy). She prefers using staves and collects every staff she can. You could say it's a bit of an obsession. She admires their wonderful craft and wishes to create her own in the future.
She also collects bones which she plans to make a collection of once she acquires her own little lair. She's pretty sure that she could assemble a few whole (though very unusual-looking) skeletons out of them. She spends time in isolated little places in the wild, observing nature, practicing magic, and collecting plants.
Her character and some roleplaying specifics are still in progress, but I'm hoping to make her interesting.