1.
Play according to the personality of your character. If he is a rowdy Nord warrior, you won't want to spend much time sneaking and picking locks, but you'll rather charge forward and bash anything that moves, until they stop moving. If he is a cold and efficient assassin, don't spend much time brawling in taverns, unless it fulfills a purpose that you can't achieve otherwise. If he is honest, don't steal. In general - don't try to be everything at once. If you are a fighter, play as a fighter would. If you are a mage, play as a mage.
2.
Play according to the context. If you are in a quest that has a sense of urgency to it, drop other quests until it's done. Do not take hundreds of quests at the same time, but just follow one or two of them, and start new ones only when you've completed the others. If you are running away from a city under a dragon attack, and enemies might be behind every corner - don't stop picking every damn cabbage and basket.
3.
Carry only what you could realistically carry. Ok, you can stretch this rule a bit, but not by much. Carry one main weapon, and one backup weapon - say, a bow and a dagger, or a bow and a sword. Do not carry several sets of armor with you. A hood and a robe are acceptable "loot" from a dead body; a full set of iron armor isn't. Set a maximum number - say 10 - of potions you can carry with you during your adventures, and keep the rest at home. After every adventure, go back home or to a shop to restock and drop your loot. Again, only carry the essential with you. If you find a particularly good set of armor and you want it as loot, drop the armor you're currently use it and wear the new set. The ideal loot is gold, gems, small precious items... Weapons are not good loot, because you can't (or shouldn't be able to) carry dozens of them. Limit your arrows to 24, and make every one of them count.
4.
Even if you are not starting a new game every time you die, be afraid of dying. This means not charging into a battle just because you know you can reload if something goes wrong. Be afraid of your enemies, and be prepared for fights. If you are observing your enemies from far away and you haven't attacked yet, make a plan in your mind - maybe you could single one enemy out and kill him before dealing with the others? Or maybe there are some traps you can make your enemies fall into? Take on enemies only if you are confident you can handle them, and if you are losing, run! A good method to be "afraid" of death without being too hardcoe is to save sparingly - maybe only save in cities, between adventures. If you die, you'll be forced to replay a huge chunk of the game - a good reason to avoid being too cavalier with danger and not taking enemies too lightly.
5. This should go without saying, but
DO NOT GAME THE SYSTEM. You are a human being, with billions of presumably working neurons. You will be able to outsmart a computer game. Do not cheat, and do not take unfair advantage of glitches. If you are doing something that gives you an unfair advantage which you shouldn't have, stop. You are only cheating yourself. The AI of a game and its mechanics are never perfect, and they require "cooperation" from the player in order to work. Work with them, not against them.