Apparently after the tutorial and you get out of Helgen and theres three stones you can pick, I never knew where they were or picked them up? Where exactly are they located? They help you level up faster I guess fml

Follow the guy until you come to the fast flowing river, from there take a left and they're all right there. He will turn around and tell you about them also.

There are more than three around the map, I think there are 20 in total. IMO the best one is the one that adds 100 to your carrying weight and gives you zero armor movement pentaly.

There's 13.

-Cheers

when I get home I'll have to go back there

Yeah same, i went off the path and started exploring straight away when i was 'free' hence missed them completely
But easy way to find them is, just fast travel to helgen and then follow the path down.