You can play pretty much anything you want even on Master if you get to an ok level of crafting early on: http://www.gamesas.com/topic/1342463-complete-character-design-freedom-damage-resist-caps-and-ridiculous-damage-thread-10/page__hl__character%20design%20freedom
Aside from that, get good at not getting hit, because a lot of stuff will one- or two-shot you early on (before your gear is totally overpowered).
I love that thread. Or those threads. All 10 of them. In it I quote:
Of course, it stands to reason that someone with a very high skill with combat perks and enchants will get a very nice boost from a single step in the smithing improvement ladder, whereas a beginning character with no skills to speak of will see very little gain from Smithing. This is why it is advisable to avoid "power-leveling" the Smithing skill at early levels on high difficulty settings -- your player level will go up, but you will not have the combat ability to face the opponents who also level up to match you. Smithing improvements will not be very sizable without the skills and perks to back them up, and you will have a difficult time against many of the game's monsters and NPCs.
I've been thinking why I have been having such difficult time around level 20 or so, and I think it's because I level enchanting and smithing gradually as well as my battle skills. So I now think it is best to refrain from leveling up smithing skill at all in early game. I have big problem with Draugr Death Overlord and their disarm shouts and ebony bows for example. And they start appearing at level 21. And Disarm shouts stop when you reach level 30, when you become immune to it.
So I think the game might be easier if you do not level smithing and enchanting at all until you reach level 21, while slowly collecting materials as you go on your adventures. And when you reach 21, you power level them as much as you can so you get to level 30 as soon as possible.