Skyrim doesn't have strict classes, but the player is free to mold his character into a specific class via Standing Stones and playing style.

The first character I made was a mage, and this is by far my favorite class to play as. I get this feeling of utter power when I play as a mage. I could be stripped to my skin, and my inventory could be cleared, but I would still be a magical tank who can destroy anything. I play as a mage for this feeling of self-sufficiency and powerlust.

But as a mage I joined the Thieves Guild, and these missions instilled in me a craving for stealth. Something about being an invisible influence is what drew me, almost as if I were some sort of god. It was hard work at times and it took a lot of planning, but nobody had to know that. The next time my victim opened his strongbox, he would know that I had struck again, and that is all that matters.

I finally created a warrior character. I honestly didn't think I would like it, but I did. I no longer can stand away at a distance and take out my opponents without being in any real danger. Now it's time to confront my enemies head on, and the combat is literally adrenaline-inducing.

My point is that if you have been sticking in your comfort zone with one specific class of character (which is what I did for a long time), you may be cutting your potential enjoyment in thirds or fourths. Get out there and explore.

My next experiment...vampire.

If that warrior isn't using a one-handed weapon and shield, you're missing half the beauty of hand-to-hand combat.

And my first character was an axe-and-shield Nord warrior, but my next will be a necromancer/firemage/warrior/enchanter-smith. Sauron, basically.

I particularly leaned towards the goodie-two-shoes warrior/one-handed style first myself, but I really started to fall into the darker stealthy/thief style after I got curious about the dark brotherhood and thieves guild. I love sneaking about and stealing- its fantastic and fits my khajiit well.

I'm hesitant about learning magic myself- it seems like that would make the beginning of the game very challenging, especially since its not my typical rpg style.