IMO,
If you are planning for a heavy assassin, then I'd reccomend a kitty, or a wood elf (although I like my nord heavy-assassin myself). I can't tell you what to do yourself, but I can give suggestions based on what I have done.
1 - prioritize material gathering: assuming you are planning for smithing (or alchemy) then you should grab any free materials asap so you don't kill your cash count early. There is a iron mine not far from where you escape helgen. Theres another 1 in Dawnstar, as well as south-east of Markarth. Leather is self-explanitory.
2 - Steed Stone: The aqisition of the Steed Guardian Stone as early as possible is necessary for any heavy-stealth (imo at least) as it makes you not encumbered by your equipped heavy armor (+100 carry capacity helps too). This should however shouldn't excuse you from not getting the similar heavy armor perk, since you will want the damage reducing guardian stone (which name escapes me at this point).
3 - I's before E's (or in this case A before S): While the enemies don't necessarily scale with you, they do get replaced with better ones as you may already know. In this regard, don't immerse yourself into smithing completely until you get your archery to 50. The easiest way to accomplish this is by completing the love triangle mission in Riftwood, and siding with the archer (not Sven)' then performing the train then trade back the cash trick. If you do this as early as possible, you'll be between lv. 8-12 once you hit 50 in archery.
4 - Collect any and every soul gem you see. Enchantment leveling, like smithing, isn't descriminate, so just enchant the iron daggers you make for a profit (hopefully).
5 - Dark brotherhood is a must. There is a mission where you have to follow this dude into a town to recieve the kill bonus, and allows the easiest sneak opportunity (sneak-follow him all the way there).
6 - Companion's Guild: Farkas is a vital to this character in regards to you can exploit him for his master-level heavy armor training.
7 - Banish: If by some miracle, you come across this enchantment, you will never need to worry about money. ever. This rediculusly jacks up an iron dagger's value.
8 -
Skyrim:Unfathomable Depths: Before you start smithing, DO this quest in Riften. It grants a smithing bonus. You will need to be lv.15 before you can start this.
9 - At 30, going for the Ebony Mail is probably a good idea, for it has some nifty abilities on it (incl. muffle which i found to be hard to find).
10 - Azura's Star: Goes without saying of course.
I know there are other things, but nothing comes to mind at the present moment.