Basically the point of this topic is to share your roleplaying secrets. This isn't I guide, it more general stuff. I'll start.
-when you start a character, try not to think about what he will do. Try to enter with a blind feeling. This is something that is very difficult for me, as when I'm by the time I get to riverwood I'm already thinking of what guilds I'm going to join and what spells and such I'm going to buy late game. Basically just play in the moment, don't ever think of the future.