I've read Raymond Feist's Riftwar Saga, and a species stood out over everything else. (By the way, I'm sure that Bethesda used his books as a muse for their games; there were Khajiits and Argonians in his books 20 years ago after all, just a different name)

The race I want to make is the Valheru. I shall tell you about them, and maybe you can help me make one?

The Valheru were a race of semi-mortals that ascended themselves to Godhood. They traveled the heavens, and conquered the dragons, whom they rode as mounts and could communicate with. They were a very old species, and did not remember their own homeworld, if they had one. They were incredibly violent, and did not feel nor did they even understand emotions. A Valheru mother would want to instantly kill her child, so the servants (Elves, who they created) had to escape with the child, raise it and eventually be killed by it when it came of age.

The Valheru eventually found a 'new race', the Gods. They warred with the Gods in what is known as the 'Chaos War's, where the war between the Gods and the Valheru ripped space and time apart, creating rifts. These rifts were manipulated by human magicians who transported themselves and their Gods to other worlds from Earth. Eventually, the Valheru did lose, but the damage was done to the universe.

They are described as half-Elf, half-Man. They were incredibly strong, using two-handed and one-handed weapons, heavy armour, all imbued with their magic, which they took great pride in; there is not a single field of magic that they do not excel in.

So how should I go about creating this character?

For race, breton is a mix of elven and human blood. For skills, I'd go for heavy armor, 1h, 2h, smithing and enchanting. If you have Dragonborn, the "Bend Will" shout will help you control dragons. And for items, guess anything could do, specially human, elven and dragon artifacts (daedric not that much).