Well, I'll give you guys a little summary about it: In the begenning, you must pass Helgen while doing the escape mission and once you've settled down in Riverwood, the true challenge begins. First off, you cannot use ANY mods, or any other form of "cheating" or using something in advantage. You start off with plain old simple Iron Armor with nothing on it, effects. Your only weapon are your fists, without using any thing, your Iron Dagger and your Iron Sword. No books, shouts, or any other things that may help you. You cannot use any companions either. Your objective: make it to Pinefrost Tower from Riverwood and back, good luck! Pinefrost Tower is located North of Markarth and West of Solitude, south of Rimerock Burrow, West of Lost Echo Cave. Go here to see it: http://www.uesp.net/maps/srmap/srmap.shtml?centeron=Pinefrost+Tower
I'll summarize it for you again: "You got your fists, here's your Iron Armor, Iron Sword, & Iron Dagger. Go to Pinefrost Tower and make it back to Riverwood."