Do most people finish one quest line before starting another, or jump all around? I'm on my first play through and I went straight for the Thieves guild quests, but I'd like to start the Dark Brotherhood soon. Is there an advantage to finishing one first?

Also, other than for logical role-playing reasons, could one character do ALL the quest lines? Go from the evil DB line to the Mage guild, then the bards? I can't decide if I want to power one guy through all the story lines, or start a new character with a different role playing purpose.

I admit it's hard to refuse a quest offer, but after I started telling people "Well, too bad, good luck with that" I never had a clusterfrak in the journal again. I finished Guild quest lines with one character and never touched them again.

One character can play all quest lines, but I think it is better to have different characters for different quest lines. So a thief type for thief/assasin quests, mage type for mage quests, Warrior for those types. As for the Main Quest and or Civil War any type of character can prevail, it will just have to be approached differently for each one. As the game is more about exploration and the story, outside of the quests, any type of character can do this. Some people never do a quest in this game.

As for doing the MQ, it is completely optional. If you avoid it, you do not get the Shouts, but you also do not have to deal with the dragons until you get the game figured out. So if you want to play with dragons in the game, or have the shouts, then you need to at least start the MQ and play through part of it. However, you can do that at any time.

I usually do only one or two major questlines per character (not counting MQ), and I do them simultaneously. For example, the task which gets you into DB led me to Riften, where I joined the Thieves Guild. I did a couple of quests for them before returning to Windhelm, then I found myself on the other side of the map and decided that since I'm already there, I'll go to Ustengrav. Now I'm just starting quests from both guilds and doing them as I travel across Skyrim.

My warrior, however, finished the Companions before joining the Legion.

For RP purposes I will avoid quests/ guilds. The order I complete the quests I take depend on convenience, my mood, and sense of RP urgency.

I started w/ MQ, companions questline, went on the colledge line some, did forbidden legend, then MQ, then stormcloak, then DB, then thieves and I'm now finishing up the MQ