I usually like to do the do the beginning of the main quests in TES games, do a couple of dungeons and quests to get some good equipment and then join a guild to earn some gold and get prepared to do the main quest proper...excpt this time. I usually have a pretty good idea of the char I am playing right from the time I start designing him or her, nowadays this is a bit easier since there are no skills to pick I can let the character develop as I feel it during my gameplay. My main TES character (all the way from Arena almost 20 years ago) is a Dunmer assassin, and even though I try to roleplay him as much as possible I somehow end up doing the main quest with him.
But this time I really must question the decision...I am doing the Civil war questline because it serves my character′s goals to have a cover as a good loyal citizen...before the moment to strike for my own gains....but the main quest for a Dunmer is kind of a weird proposition, maybe if I were a Nord assassin it would be easier but somehow I dont feel my char would be invested in the main quest...
Has this happend to you guys, where you roleplayed your char to the pint that that would limit your choices on the game like this?
I had planned to pickup some spells in Winterhold posing as a mage wannable but I decide to skip that since my char might use some magic from time to time but would not trust a spell over a well placed poisoned arrow or a knife thrust in the back...

100%, different questlines = different characters. I planned precisely that to get a fullest experience, since I would like to try every race, use every important / major skill, buy every house, craft different kind of things and so on. The main points are variety, roleplaying purposes and effectiveness - and that can't be achieved in one character. I hate overpowered demi-gods, a character simply not credible for me if he / she has incredible titles which he / she gained in the last two weeks.