1) I would collect all the things I know are used for crafting now such as hides and ores.
I did that the first time around because I've played enough RPGs in my life to know this. On my second character, I'm not doing it again. I don't want to walk around constantly burdened.
2) I wouldn't invest so many points in magic schools and more in stealth and combat.
I'm doing the opposite, but my first character is a stealthy archer, so my second is a mage.
3) I wouldn't let my misc. quests pile up, my journal is SOOO packed right now.
Gotta learn to say "no".

Although it doesn't bother me as much.
Did that on my first character. It does eventually become boring when you get more and more "go to opposite end of the world, fetch X" quests and you already know you're pretty much only going to walk on a road for half an hour past all those cleared dungeons, without seeing anything new.
Another thing I'm doing is leaving out the main quest entirely early on. The dragons are nice and all but I'd rather develop my character a little before they appear.