I started new char today and because I'm bored of beginning the game by clasically following Ralof / Hadvar to RW, I separated with Hadvar as soon as possible and headed towards Falkreath.I wonder if it's possible to continue MQ some other way in the game or am I forced to return to RW at some point and get the quest objective to talk to Jarl?My current objective is "Talk to Gerdur in Riverwood".

E.g.
Can I enter Whiterun with persuade / intimidate guard or can I only enter it if a quest progresses to the point where I must visit Jarl Balgruuf?

Thanks!

I never went to Riverwood and still continued the MQ.

Yes I believe its possible, its also possible to have a game with 0 dragons if you never go get the dragon tablet (located on the barrow of the golden claw quest).

its quiet nice actually, if you completely skip riverwood and just head to whiterun first and convince(must have at least a skill of 25+ in any mage skill or alchemy if you dont wish to speak to the jarl) the court wizard to send you to bleakfalls barrow anyway, then when you return with the dragonstone you will find the Farangar having a long chat with Delphine which you can listen too. also going into bleak falls barrow automatically starts the golden claw quest as well.

The whole game can be explored and played as well as if the dragons never returned too only you cant use and any shouts because well no dragon souls.

You can go to Riverwood and still not get dragons. Just never visit the Jarl's palace or at least don't talk to him to trigger the dragon tablet or watchtower. That's what I did last game.

Guys, you made my day!
I haven't been so excited about my upcoming playthrough in Skyrim ever, this is now going to be completely new experience!

Although eventually you do have to go to Riverwood for the main quest.