I like your name. Titles like 'Ironfist', 'the Black blade', 'Orcslayer', etc... etc... and other equally generic warrior names are over used. Haldor the Happy is a
fan-[censored]-tastic name. Excuse the profanity but I feel its necessary to communicate the awesomeness of the name. (though somewhat ironic considering his tragic past and blood soaked future)
My suggestion for improving your roleplaying would be to give Haldor specific personality traits and stick to them as much as possible unless some event in the game would give him reason to change his beliefs/habits/personality.
For e.g.: Haldor's favourite food could be roast venison. He could love a good tankard of mead but dislike the posh taste of Aldo wine. He could dislike a particular race for some reason (e.g.: Bretons because the group of bandits that s;aughtered his family consisted mainly of or was lead by a Breton.) This could change later after interactions with a Breton companion or quest giver that changes his outlook.
Spoiler
After eventually becoming a werewolf and eating some people during his initial rampage in Whiterun he could be horrified and swear off meat forever because of the trauma of eating other humans.
Thats all i can come up with. EDIT: Actually a better enemy race to choose could be Orcs. Since theyre bestial by nature and that way Haldor's personal quest could be to track down and destroy every last Orcish stronghold in Skyrim. Later on you could have him see the error of his ways and seek atonement through some sufficiently righteous quest.
Now thats all I can come up with. Hope it helps.