Thank's to all for those goods and informing answers.
One more thing... that means that (besides the mainquest) it's not a game that I can play through all quests or stages?
I mean how do I get to a point where I say "OK it's done, there is nothing more to do and I will create a new character" ???

greetings
kjeldoran
Its actually not possible to finish all the quests the game has to offer in a single game with a single character. The basics of Elder Scrolls games (as well as other Bethesda titles) is that if you go through door A, that leads to a different place than door B, but you often close door B if you go through A and vice versus. This happens both on a small scale like individual NPC's, or a large scale like the major storyline. An example (not a spoiler this is made up). If you meet an NPC that says, "hey this guy over their owes me money, go rough him up and get it from him".. you might say "ya ok I'll do it" or you might instead tell him "no". If you say ok, that may result in you getting in a fight and killing that NPC, which himself might have his own quests for you. Than again if you say no, that NPC might end up murdered by someone else which opens a new "Investigate this guys murder" quest. Its not possible for you to make both choices, hence what you do in that circumstance trickles down to what you can and can't do later. This also comes in larger scales.. for example (made up not a real spoiler) their might be two towns at war and you are asked to choose sides. If you pick town A, you might ultimatly be lead a war against that town and the result is that the town is claimed by the first faction, closing any quests you might have had if you joined the other side.
Generally I find with Bethesda games is that you can easily play them 3-4 times before you get to a point where you kind of have done everything. in which case again, thanks to the great support many developers come with (in particular those on steam) their are DLC's that are released that offer new challenges. Than of course their is expansions and associated DLC for expansions. All and all, you usually get considerable bang for your buck so the trick really boils down to finding a game (game mechanic) that makes that sort of commitment worth while. Strictly speaking its been a great couple of years for that sort of thing, which is why I often say that we are now living in a new golden age of RPG's. Between the Fallout games, Elder Scrolls, Dragon Age, Mass Effect, The Witcher and a few others, their is some seriously great gaming to be had. Where in the past we used to do a lot of waiting for good RPG's to come out only to be served lemons, these days there are so many good ones you kind of create a list of stuff and hope you find the time to get to them. I mean personally I'm yet to discover the Witcher which is toted as a great game, as well as the Mass Effect series.
Its a great time to be a PC RPG gamer, but from my perspective Bethesda is kind of the leader in that department. Between Elder Scrolls and Fallour 3 they keep you busy!