Ever since morrowind I have never made a stealth character so I decided to give it a go, only problem is, I always get caught/killed and I am generaly bad at it.

Can anybody give me advice?

All you really need is Muffle.

i think sneak is an actual trait of mine so it's always on. slower, who cares. since, i know i'll eventually get something to compensate.
must think about tactics during early levels of games since you will die if you do not.

poison. move/retreat.
create speed.
slow down and creeeeep. (my daughter loves watching me creep in splinter cell, lol)
find the perfect route to get as close as possible.

and, of course, spend on level-ups that increase the most important talents.

edit- i have yet to ever create a magic using thief. and, i very rarely use invisibility potions. a true thief is serious fun.

sneaking + archery. easy mode

Use stealth, perception and cunning to seek out enemies and kill them from a distance with a volley of arrows, i always use a poisoned arrow to start the fight as it can cause massive damage and give you the upper hand, after that you can either turn them into a pincushion or hack them apart with daggers, the choice is yours.

creep up on someone and unleash the standing power attack

For a stealth character, you can focus on archery. You can increase your sneak skills along with perks, BUT you can save those perks for something else if you just use MUFFLE (illusion spell you could purchase).

Is dual daggers good for close comabat?

Dual daggers are only good if the "combat" doesn't turn into a fight. Use daggers for silent kills, backstab attacks (if your sneak is high enough and you can get that close).

I use Archery, but if it comes to close combat and depending on the opponent, make sure you use a sword and dagger or even dual swords.

You don't even need easy. I play on master as a sneaky, alchemist archer and I think it's the most powerful class in the game. C'mon, 3X damage, 50 damage with a flawless Forsworn bow, 75 from poison, and 18 with glass arrows? All that and no one ever sees you?

Yeah, you don't need any magic or enchantments if you use archery.

As for advice, look up the things that boost stealth. I think the most important is light. Try to stay in the shadows. When you hit one guy, try not to be in line-of-sight of others. That means they will go look at the body. Etc.

Distance is most important element in stealth archery. If you're far enough away, enemies won't come running toward your position, they'll just bumble about in the same spot. Makes for easy pickings.

Join the Thieves Guild and/or the Dark Brotherhood. Both give you quite good starter armors for stealth, and the later ones get even better.

Learn to make invisibility potion and use it to get through places you can't sneak through. The more armor you wear, the harder it is to sneak. Use Illusion spells to defend yourself; for example, big animals you can't easily kill can be easily pacified with the Calm spell. So can some humans. It is easier to sneak at night. If you can't kill an opponent with one-shot sneak attack, maybe get a follower to help you. Or come back when you are stronger.

Yes sneak and archery fits well, as you attack from an distance you can do sneak attacks with low skill. Backstabbing is much harder at low skills and can easy fail.
Do not use to many perks in sneak but get the multipliers obviously and muffle unless you want to use magic much, however illusion fits well with stealth.

Your ability to sneak depend on light, area and enemies, you can easy backstab undead as they have low sneak themselves but sneaking up on bandits outdoor during the day is hard.

You might want to do some blacksmithing and get the elven gear perk, this let you craft and improve elven weapon and armor a lot, as it feels that you is shooting with a .5" sniper rifle and not a bow.

Get the aura shout or detect life spell, it give you an overview of enemy positions.

Followers, Aela is good, even better with sneak enchanted gear. However you can sneak together with non sneak companions like Lydia, Upside they act as tanks and enemies will not see you however as they move closer to attack her they will spot you.

Level up your sneak and if you use archery get the slow time perk because it could sometime help

if you don't like bows then get the back stab perk for sneak and kill enemy's from behind if possible

i also would use the aura shout or detect life

do black smithing to get batter damage with the bows and alchemy to make poisons

Don't really go the Light Armor side of Smithing, go the Heavy Armor side. Even though Elven weapons > Dwarven weapons, Dwarven weapons are a lot easier to make. Also Ebony and Deadric weapons > Glass weapons. Taking the Dragon Smithing perk will allow you to make the highest defense rating Light Armor, Dragonscale, no matter which path you choose. Might as well take the path that allows you better weapons since your weapon skills are going to level quite slower than the Sneak skill.

Take all the Sneak perks, but I only really needed 1 in the first one, and I didn't take the last one. It just seems like it would be annoying, to have to stop, then resume sneaking just for someone to stop noticing me. Simply move around, take it easy, and let the eye close before your next shot. Move slowly until you take the level 70 perk. I really wish that the roll would go in any direction instead of just forward, would be much more useful as an evasive manuver, instead of a way to move around faster, though I did have a rather amazing knife kill by rolling towards the target and doing the animation

Shrouded and Ancient Shrouded armor sets are awesome for a stealth based archer / dagger-wielding assassin. Only really need 2 daggers if you get spotted, but then again, using only 1 dagger allows for blocking.

Shadow Stone and Invisibility potions are very useful in a pinch. Standing in an enemies face after a botched stabbing, chug an Invisibility potion, sneak away, hide untill they think I'm gone. Saves my life since my armor skill is fairly low, due to not getting hit often, light armor, and not being upgraded as much.

It is possible to easily exploit certain areas to level your Sneak, I would advise against this for the most part, due to enemies leveling up to where you may not be able to easily kill them; however, certain perks are worth a small amount of this due to their extreme usefulness, primairly the 3x bow sneak attack damage perk. Every stealth attack provides experiece to both the weapon skill and sneak.

I prefer a Khajiit, simply for the Night Eye power. Makes using bows in the dark a lot easier, as enemies have a harder time seeing you, while I can see them very clearly. Night Eye is not limited to once per day, although I wish it were only toggle on/off, instead of either lasting 60 seconds of untill you turn it off. Khajiit also have 25 starting sneak skill, and 20 to both archery and one-handed.

Each kill is a puzzle, meant to be carefully planned out and executed. If a certain enemy has too much health for your bow to kill, use the dagger. Dragons, on the other hand, I lure them to a town and get help from the guards. Or sneak away. Cowards do tend to live longer.

Bow-Punch with L, step back, arrow - repeat

In answer to the OP, it may be helpful to focus on how you get detected. 3 things will get you detected:

Light
Motion
Noise

Light means that during daylight you will have a very hard time avoiding detection. It is much easier to hide in a dark dungeon. Motion means that an enemy that is staring at you will notice you if you move. So wait for their back to be turned, and then move towards them. Noise is generated by walking. Wearing less armor, and walking slower will help you avoid detection (as well as some perks and spells).

As for weapons, I personally just used a single dagger and a spell. If you smith up your dagger, the 15x dagger modifier will kill most enemies. I haven't dual wielded much so I can't really comment on how effective it is.

I use a small set of skills: Sneak, Archery, Light Armor, One Handed, Smithing.

I only invest in the skills mentioned above. I crouch everywhere I go, so at level 40 or so I got Sneak 100. Don't start Smithing at lower levels. You are not a tank. My One Handed is poor, but allows me to do some basic melee when required and have a shout or a simple spell in the other hand.

The basic idea is to stay far away from your foes in crouch mode. The best location is one that is hard to reach by your foes. Stairs in between help. Shoot a foe. You will be detected. Go into hiding by breaking the line of sight to your foes. Wait until you are hidden again. Shoot the next arrow. Rinse and repeat. Once you are detected and they come after you and hiding doesn't seem to be an option then walk backwards and keep firing. Later on you get perks for rapid fire and staggering. That helps a lot. Use the sword only when you are forced into close combat.

Edit: Here's a tip. If the foes are too close for your taste then shoot an arrow to a location you want your foes to move. They'll go after it as soon as the arrow lands there.

The Dark Brotherhood armor is pretty cool. Later on an Ancient version with better enchantments becomes available. Both versions help your skills. If you want you can add Illusion to your skills. A lot people seem to enjoy it and that armor has a bonus for that.

Even though you don't have alchemy, you can still buy a potion to help Smithing and there is some gear to help with that as well. It will be just enough to upgrade your stuff to Legendary. But don't be too focused on it. You aren't a tank and running towards your death isn't really a smart idea for this play style anyway.