I'm going directly to the Northern coast. I want to see the ocean and the auroras.

Become a werewolf thats about the only plan I have so far. After that I'll travel around doing sidequests. I'm saving the MQ for last.

I'll go up to the point where I become Thane/kill my first dragon then run around like a headless chicken. I'll probably search for Azura's shrine/star though.

First I'm going to explore a little of what's around me, collect a bit of plant life, maybe kill an animal or two if I can. Then head to the first town where I'll sell everything I can in order to (hopefully) have enough for a carriage to another city where I'll repeat the process until I eventually have been to every major city. This will allow me to fast travel anywhere I need to . I'll then settle down in Riften for a bit hunting/gathering and working on some skills. Basically playing the Ranger while doing some Thieves Guild quests. After I've had some fun doing that I'll probably complete the MQ, raid every dungeon, complete every quest possible, and then finally go on the ultimate quest....eliminate every NPC in Skyrim.