Good stuff, well you'll want to focus on levelling up archery ( obviously ) probably best to have a one handed weapon incase the enemy gets too close though. I found levelling up my sneak skill helps alot with archery because if you sneak shoot an enemy the damage is increased and so on. My archer got to the stage where he could one shot kill pretty much everything.
Take your time exploring and once you've escaped the initial part of the game follow the guy to the first town. Within that town talk to everyone and you can pick up some easy quests to get you some gold and items. If you can make sure you talk to an elf called Faendal because if you help him out he can be your follower and I found a follower very helpful during my first play through

If you're good at archery, especially paired with sneak, they never get close.

My advice would be from a gameplay point of view keep in mind that the enemy AI is far dumber then you are, so don't be afraid to jump around them, lead them, and use the environment to your advantage. You are going to run into bad guys who can wipe the floor with you if you charge in, but if you're smart and are willing to engage in asymetric warfare, not be afraid to run occasionally, stuff like that, you can be very successful.
Also, if you're using a melee weapon, shield bash and weapon basg are going to be your best friends.