Basically what a-lot of the people said. Explore there are a-lot of hidden treasures within Skyrim! Really i'm not lying, don't rush into the main quest like I did with my main.
As I'm really close to maxing my main and I'm going to make a new character, but this time I'm not going to rush into the MQ.

All in all just explore and have fun!

My main advice, take your time with it, it's an entirely new world to explore, ugh, don't rush through the main quests, have a look around, ugh, side quests are always beneficial for extra loot and stuff, that's about it. Have fun

This is good advice. Also, while your walking, it helps to add the points that pop up on your top bar to your map. Even if you don't fast travel later, you will know where you're going. You might even get to kill a few snotty bandit gaurds that are lollygagging outside, and pick up their loot, so double bonus.

That being said, try not to venture into too many places unless a quest sends you there. It does limit what you can find (Balors Oath Blade for example, in a cave, and you will never be sent there on a quest), but I have found myself running back through an entire dungeon to find a book that i could have picked up the first time I was there. I also find myself with weapons or books that i can't drop because they are plot items, but I have no idea who the items are for (Hjalti's sword for example...).

Ok... nearly L23 now, and starting to finish up in Whiterun. Which city should I head to next? Preferably one with a house...!

Depends on your overall plans. Have you picked a side in the rebellion? Go to Winterhold or Solitude. Don't want to get mixed up in that yet? How about the main quest?

This may help you in your decision on a new home:http://www.uesp.net/wiki/Skyrim:Houses

I find each house has its own charm and fits nicely with certain character types. Example: I like Markarth Home for its architecture and its history, which is why when i play mage, that will be her home (mages, ancient knowledge etc). My thief usually lives in Riften (wonderful little house imo). Normally however every character for me gets the whiterun house to start regardless, its just too convenient and a wonderful addition at lower levels.

Go to any city that you choose, heck, go to all of them and explore....I would highly suggest taking a tour of markarth though, its one of the most unique cities in the game.

Find the lover's stone. East of Markarth, just north of Kolskeggr Mine. Approach from the west, as the east side is a cliff. Learn all skills 15% faster.

I wish I'd known about it in the beginning. BIG time saver.

if you wanna boost oyur level try boosting via smithing (although this still takes time.) aside from that complete all the main quests ie theive's guild, dark bortherhood, college of winterhold to get the most enjoyment from the game, not too mention great items. Also pursuing the daedric artifacts is fun and rewarding with some o fhte best weapons and armour.

also explore once and fast travel to save time

With regard to houses, the one in Markarth is the best IMO. It's cheap, has plenty of room (not knocking over stuff constantly and dancing with a follower) and has plenty of well placed storage for stuff.

Thank you guys!
I have the house in Whiterun, just "picked up" Mjoll - and I'm cleaning up the quests around Whiterun... then I guess off to Markarth!

the best advice that i can give you about not messing a quest up is ask for bounties with innkeepers and at palaces.

these bounties allow you to do what you want, kill a dragon on a certain peak AND get noticed by a Jarl and get the bounty.

I try to have every skill have at least 1 perkt. So experiment and see what skills work best for you.

Most of all explore and HAVE FUN.

dont progress to far into the main quest until youve done almost everything else.

Just do what ever you feel like thats the only way to play this game.

Here's one piece of advice I will give:

You can google essentially ANYTHING about the game. It's extremely popular, so if you've run into a snag and can't figure out how to proceed, it's almost guaranteed that someone else has already been there, figured it out, and posted the details.

My advice however is to suppress the urge to "look it up" when you run into something you can't figure out right away. It's SO much more rewarding when you figure it out on your own, and the harder it was for you to find, the better it feels to finally beat it. Don't look up anything unless you are just absolutely, positively SURE there's no way you'll ever get it. Even then, 99 times out of a hundred, you'll facepalm when you find out what it was, and kick yourself for not sticking with it longer.

I am L33 now, and something I've decided on: I do not like the Thalmor.
Not.
Much.
At.
All!

Lol , you and 90% of everyone else .

The house in Riften is pretty easy to get (and if all you have on you when you go to buy it is 5k gold, you GET it for that - instead of 8k gold.... weird, but that sort of glitch ALWAYS works for me!)

You don't have to do the thieves guild quest line at all. You can walk into Riften, dodge Maul at the left side of the main gate as you go inside, ignore Brynjolf and his "scheme" (which is the lead in quest to the TG), go talk to Wujeeta at the Fishery, give her a heal pot, get the info on skooma from her, talk to the Jarl, follow the rest of that questline, then do a couple of things for citizens, and get a "Talk to the Jarl" line - which is where you are told you can buy the house. It's a really nice house - with an outside-the-city door, which is handy.

Actually - just got Honeyside! I agree: nice lil' house. Which leads me to the following question: when I marry (got my eye on Ysolda, something about her voice!), when I choose a house for my spouse, can I change that later (the choice of house... not the spouse!!)?

I have no idea. I can't be bothered with the marriage thing.

Yes, you can choose to have your spouse live in your house or theirs (and then use theirs as a free extra house), and you can change houses.

Thank you kindly. That means I don't have to wait to tie the knot... (admittedly, the entire concept of in-game-NPC-marriage feels a lil' weird!)

Ok... married Ysolda. Is there any way I can change her clothes to something better? Something less raggedy?

Still wondering on this - even if it's a mod.