This is what I have in thought on the moment.

Race: Nord (Obviously)
Gender: Female
Armor: Ancient nord armor, maybe steel plate later.
Weapons: Shield of Ysgramor, Dawnbreaker
Dragonborn: Eventually, but I will finish the companions questline first.
Main Skills:
One-handed
Heavy Armor
Blocking
Minor Skills:
Speech
Restoration
Smithing
Maybe enchanting, but I am afraid that would overpower her.

Any more ideas?

Appearance:
Well, like a young norse warrior. Blonde (Or white, not sure yet.) with a pale skin and blue warpainting.

I'd use a Nord Hero weapon instead of Dawnbreaker but otherwise it's a good concept.

Why not Wuuthraad? It would be perfect IMO.

Wuuthraad is more a kind of weapon for a barbarian.
Something lighter would be better.

Yes, that is true. Dawnbreaker is a weapon with a nice holy light. Thought it would give my character a more ''godly'' touch.

Valkyries are very much horse riders, so you'll want to have a mount for her.

And Archery.