Am I going to slow/too fast? I haven't even climbed the 7000 steps yet. I rather explore and take care of the side quest and roleplay.
I've averaged about 40 hours on each of my two characters (one fighter and one serious mage) and both are under level 25. I've done the Greybeard's quest on both but haven't fetched the horn of Windcaller on either of them. There is SO much to see and do in this game you don't have to ever get board. However, to adjust your leveling speed you can do the following:
1) Training up that skill you seldom use like Pickpocket. For fighters and 'pure' mages, this will bump your level a tad but not too much and the skill can be used or ignored later.
2) Only craft stuff you intend to use or sell. Don't just craft 'til you drop. A high forging skill might not only give you access to game-breaking equipment too soon but might raise your level too high too fast.
3) Alchemy isn't as bad as forging because potions are one-use items. However too much specialization breeds weakness. An Alchemy skill of 100 with the rest of your skills at 20 makes for a rough fight later on.
Play at your own pace and see the sights. I never play but that I look around and see wonders or have surprising plot threads.