So I've seen numerous ways people talk about how they play Skyrim "in-character", with someone evening mentioning that they walk/ride to quest locations or anywhere in general instead of fast-travelling. I was wondering what else the Skyrim community does to roleplay in Skyrim?

The way I usually role-play is by building my character a certain way.

For example: Trickster/Controller/Phantom: Illusion Conjuration Steath Thief. I only do thieves guild and brotherhood, become a vampire, while considering the companions to be a bunch of squares. I strip people's off their clothes before murdering them, turn people against each other, turn them into chickens... etc.

I make myself a force of nature that exist just to screw around; sometimes I murder, sometimes I just take their clothes and rout them, sometimes I just pass them by. Sometimes I am a force of fear that relentlessly bearing on my enemies with dremoras and causing chaos with illusion spells.

And I love how when I turn invisible and swim toward enemy's camp in third person; I appear to be just this soft ripple of water under the silent night. *Shudders*

When I roleplay, I think of a backstory of my Race.

Mabrel's family was murdered during the Great War, and lived in the Wilderness as a Child. When she became a advlt, she saw a Black Door, waited, and waited, until a Assassin to come out and greet her to invite her in. She enlists in the Dark Brotherhood, and after Astird's Death, she becomes the Leader of the Dark Brotherhood. She doesn't follow any orders, including Nazir's, and the Night Mother's. When she grew older, she contacted Sanguinare Vampirism, and stalked the Nights of Dawnstar, feeding on the helpless mortals, while she may be friendly during the day, she is very mean at night.

Make a character, not just in the game, but in your head, come up with stuff like,
What did your character do before this?
What is your character's reason for doing things they do?
What are your character's plans for the future, if any?

Your means of travel don't really mean much, so long as you don't think, "Now I'll fast-travel here" instead of "Now I'll ride my horse here".

I merely decide what type of 'personality' then skill set my characters will have. Though I do so fairly deeply. Each of my characters even have certain armor they won't wear and certain weapons they do not wish to use at all. I don't bother with the eating or sleeping stuff though because It doesn't personally add anything to my game.

At it's most simple: I just imagine myself in my character's boots.

Has nothing at all to do with limiting myself to walking everywhere, nor does it involve any kind of silly limitations like peeing behind trees, cooking food and eating regularly, sleeping, or managing my inventory and making sure I'm only carrying a so-called "realistic" amount of weight (I mean, come on, there's other [censored] to worry about in the game).