I've been roleplaying in Skyrim since I've bought the game. I'm currently on my 3rd character and I feel that after Dawnguard I'm done with him. That's why I'm ready to plan my next character. The thing is, I want to RP even deeper this time around. Usually, when I create my characters, I think of a short backstory, race, gender, ask myself what quests/guilds I'm going to join (sometimes I don't even play as the dragonborn. I play trough the first mission and call it 'out of character', then I go to a place where I want to start my RP) and think of the main skills.

Now, I need your help. Help me make my characters even deeper, as deep as possible. What questions should I ask myself before starting the RP?

My advice? Don't think at all. Don't design everything about your character before you start.
Instead, start the game and learn about your character as you go. Let the character make the decisions, let the character tell you who they are in their own time.

dont just think of a backstory, think of what your characters motivation is for coming to skyrim and for doing (or not doing) certain things. also do things in the game that reflect your characters personallity. my altmer mage for example never uses weapons or armor because he considers them barbaric and uncivilized. also i destroy anyone that gets in the way of me achieving UNLIMITED POWAAAA!

You need to go deeper? Have you tried roleplaying within roleplaying within roleplaying?!

I would keep track of the time while you play and go to bed at certain times. Eat at certain times. Other than that I'm sure others can help you better than I.

The first question I ask is who does this guy like (if anyone). That gives you a general disposition towards the population of the game. For instance, my Dunmer refugee hated Nords and liked Dark Elves, and did a lot of favours for them. little snippets of dialogue from NPC's that like you or dislike you make the roleplay deeper.

I also start out with an end-game in mind for focus and motivation, but stay flexible enough to react to events that crop up. You give the character independence that way and it has the feeling that you are following someone's story and not playing as 'you'

Finally I think of the archetype and what skills they are going to use, and when you have that it kinda tells you what guild and what side quests are suitable for the character.

Then just set them loose on Skyrim and see what happens. I've made nine so far and they're all very different and very interesting.

Try answering questions:
Family? What did the parents do? Are they alive or dead? If dead, how did they die and how does this effect your character? If alive, how are the relation between your character and them? Are there siblings? Dead? Alive? Elder, younger? Where?
Does your character have any past traumas? How do they affect him/her? How about dreams and goals? Why?
Does your character like/dislike certain people, food, weather conditions, animals, whatever? Why?
What gods and/or Daedra does he/she worship, if any? How? Why?
Interests? Things he/she likes to do? How about his/her love life? Friends? Has he/ she lost someone dear, been betrayed - or been the one who betrayed? How, why?

As you see, it's possible to go on forever.

One of my favorite characters I rp'ed was my Anxileel spy sent by the Argonian Organism too spread discontent among the peoples of Skyrim while stopping all Thalmor activities so no faction has the ability too take Black Marsh.

IMO thats the level of roleplay you need too make it worth your time.

I would add to what everyone wrote about thinking about background, would be to write down what your character does after you do it. A lot of people keep a blog about their character's adventures. If you put it in writing it forces you to think about it more, and it makes it easier to flesh out a personality.