The single most important thing you can do is
learn the controls. You will find them in the game menu. You can also adjust the options of the game in the menu. Saving is very important also. I believe quicksave will overwrite the same save file every time so it's no good as a backup. You'll need at LEAST two save game files, and probably more than that. I play on PC so I can afford to be sloppy with saves and I currently have more than 1500 saves. (someone in the tech forum told me that would probably be around 2 gigs of data). So, anyways, save often. Don't rely on auto saves.
Also, it's important to learn how "favorites" work. I'm not exactly sure how it works for PS3 but on PC if can favorite a bunch of items like weapons and potions. and I can also set it up so that I have different weapon sets preset, so when I press the number 1 on my keyboard i pull out my dual wielded war axes. when I press 2 a different weapon set combo comes out, etc.
I own the game guide and it's full of great info. But trying to read it like a novel proves fruitless. The best way to use it is only when you need it or think you may have missed something. The maps are also pretty handy. But it's really best to explore the world without prior knowledge of what you'll find. Keep the mystery in the game and learn to love the mystery as it will only enhance you gaming.
Skyrim is a huge world, with a LOT to do. And then alongside all of the quests there is even more you can do that doesn't pertain to quests. The bottom line is that you control that character and it's up to you to decide how your adventure will play out.
And learning the lore and the lingo used on these forums is very helpful.
Welcome to Skyrim and remember to have fun, that's the most important thing, after learning the controls.
