Well, the first two days I was playing Skyrim were probably the best, I was playing in ecstasy, I fell in love with the game immediately...But now, I somehow screwed up the fun for me, and I'm struggling to get it back. My character didn't develop like I'd like it to, I was going for a stealthy archer assassin with daggers and some magic, which exactly leads me to my problem, I wanted to do everything with it, which doesn't work.
Now I'm struggling with the idea to just make a new character and dump my ~20 hours of gameplay and the character along with it, which sorta breaks my heart.
I'd just like to have fun with this game again, because it's obviously amazing. I just don't know what to do anymore...
When I make a new character, I already struggle with the choice of gender. I think to myself "Hm, I like roleplaying a female char" but on the other hand I'd like a male character, too, but I dislike the idea of having a muscled brute on my screen all day, you know where I'm getting at. Second: What kind of character is it going to be ? This plus all kinds of stuff I need to think about instead of enjoying the game...
Someone please help me.

Considering that Skyrim has nearly 150-200 hours worth of gameplay in it, I would start a new character right off the bat to be honest with you. I've already done so. My character wasn't right, and I really wanted to get it right for myself. I had about 20-30 hours on the clock. I was happy to start again. Take things slower and really invest in the time and effort to get the right perks, the right skills developed and really get the perfect character for myself.
But to me, it just sounds like you're being so picky and indecisive that you don't even know how or what to play. And really, thats not something that anyone can help you with. You're getting so hung up on the aesthetic side of character development that you're kind of disregarding the rest of what the game offers. At least that's how I read your post. If I'm misunderstanding you, whatever, but the way I see it is that you'll never be happy with just one character, but instead you'll want 5 or 6 all with different skills and perks. But whatever.