It's a simple question, I need someone to teach me how to roleplay. Everytime I try I can't seem to get into it. And with new DLC coming I want to learn how.

Make a character and just ask yourself, "What would this character do in *insert situation here*?" The backstory can easily just be shaped by those actions. You don't need any mods, magic walking sticks, extra pieces of equipment for electronics, or even full knowledge of the lore. Just question the actions. This is the easiest way to start.

It's nowhere near as simple as you may think - it varies greatly from person to person.
All of the advice we could give is in this thread: http://www.gamesas.com/topic/1404600-tips-on-how-to-roleplay/

I find it more fun to do some minor role-playing. I don't do the full on stuff where you eat at certain times every day, only carry enough gear that a normal human would be able to carry and that type of stuff but I do implement some of the role-playing aspects into my game.

Give your character some quirks, such as wanting a souvenir from every journey or venture.

Give em a strict set of friends. Normal people don't socialize with every citizen in a town. I tend to have few friends outside of the guild I'm in, and even then, I don't talk much with most of them. Depends on what traits you want your character to have though.

I also try to carry a realistic amount.

Force yourself to control your natural tendencies!!! I tend to naturally gravitate towards boosting magic skills. They're fun, they're practical, and they level relatively easily. BUUUUT my latest character is a Bosmer hunter who only makes money from the pelts of the animals he brings down in the wild. He makes leather armor out of it and sells those armor pieces. I have to forcibly avoid magic because it's my Achilles heel.

First off, Kick out everyone in the room! or preferable just play when you have alone time (I can never role play with others in the room)

Second, get rid of every other light source that isn't the TV / Monitor that might give you a glare on your face or TV / Monitor

Third, convince your mind that you are the character you're playing, such as, create thoughts relevant to what your character would think in that situation or event that happened. also, make realistic head movements (camera view, not your actual head) that the character might have such as looking all around a new discovered place out of curiosity, or nodding Yes or no that is equivalent to a
response your character said in Dialogue options.

Fourth, giving your character a set personality that would determine their actions in some situations is another good thing to have, weather their personality is reflected by yours or not.

Fifth, not 100% necessary, but give yourself some Self-imposed rules, best ones there are -- No Fast Travel, have your character get a necessary amount of sleep each night, eat Food when you feel your character has been starving long enough.

Only thing to avoid is being a Mindless Gamer (hate when that happens to me)
It is the state of where most of your actions in the game are more of Instinct than anything else
it is caused by a Set goal where you seem to lose patience and disobey your Self-Imposed rules by Fast traveling, doing any Immersive breaking things, ignoring your characters personality in situations, and skipping Dialogue.

Avoid that as much as you can

Thanks for all the great replies! I'll start a new character tomorrow, and try all these ideas.

Don't be out of character.

I just got a good idea for a character: Falthar, a Altmer mage who has always been obsessed with frost magic. His obsession led him to Skyrim, where he got caught by the Imperials. He seeks to study the properties of frost and dosen't care what happens to others in his quest for power.

You're on Ysgraine's hitlist.

That is awesome. That is all.