As I'm a level 30 Archer, I've completed the MQ, Civil War, TG, The College and I've collected all the dragon priest masks.
The entire forsworn part that takes place in Markarth and in the Cindhna Mine is bugged, which, roughly said, makes me unable to enter the region of Markarth at all.

That leaves me with the Companions and Dark Brotherhood, doesn't it? Regarding to what's left to be played, that is.

However, I've never been to Dawnstar and some other towns/regions of Skyrim yet, is that 'obscure', since I'm level 30?

This is my first playthrough, so I'm not sure what's what and BTW: what's up with the Thalmor? NPC's keep speaking of them and the elves, but I've never encountered them what so ever? Is that a lead up to the next game or?

Thanks

Also the quests given you by the Daedric Princes. 2 of them start in Dawnstar.
If you've done the MQ you've met the Thalmor. You gatecrushed a party at their embassy.

Its impossible to complete the main quest without meeting the Thalmor, you spend time running around their Embassy! Just because Cidnah Prison quest is bugged(its not after last patch) doesn't stop you going to Markarth, lots more there than just Forsworn. To be honest I doubt you have fully done the TG quest line either at only level 30.

Ah yes, I've met the Thalmor during the MQ - but is that it?
Well, maybe I have not completed the entire TG, but I've become an nocturnal and all that.
And yes, I CAN'T enter Markarth without guards wanting to take me down due to my massive bounty. But they won't take me to jail as the dialogue bugs.

Concerning the Daedric questline, how and where do you begin it?

Thanks

If you're only level 30 you have a lot of things to do left,don't worry.


If this problem isn't resolved yet by the current patches you can always restart another playtrough


Maybe a "evil one" for the Db



Don't fast travel at all (or as little as possible,take only carriages in the 5 "big cities" and explore a lot) and you will make casual encounters and - most of all- discover new places/quests; it's the only wise advice that i can give you.However some of the Daedric quest lines are easy to find

Okay ,thank you.

What's the most difficult achievement in the game?

I would say probably oblivion walker, i resorted to downloading a save from skyrim nexus to get the achiev because i killed Eola after she asked me to do somthing horrible.

• Finding all caves, ruins and other types of locations and explore/clear them all.
  
• Getting one character to level 81.
  
• Getting all Steam achievements is an achievement in itself.
  
• Find 100, 200 and 500 good mods of your choice and install them all.
  
• ...

Do not look too much at what Steam lists as achievements. Find your own. Set your own goals and reach them.

Also finding and collecting all the keys ingame would be the ultimate achievement.

http://www.uesp.net/wiki/Skyrim:Rising_Threatshould provide some insight in the Thalmor
And then there is this, which shows their longterm plans:

"
What appears to be an Altmeri commentary on Talos:
To kill Man is to reach Heaven, from where we came before the Doom Drum's iniquity. When we accomplish this, we can escape the mockery and long shame of the Material Prison.
To achieve this goal, we must:
1) Erase the Upstart Talos from the mythic. His presence fortifies the Wheel of the Convention, and binds our souls to this plane.
2) Remove Man not just from the world, but from the Pattern of Possibility, so that the very idea of them can be forgotten and thereby never again repeated.
3) With Talos and the Sons of Talos removed, the Dragon will become ours to unbind. The world of mortals will be over. The Dragon will uncoil his hold on the stagnancy of linear time and move as Free Serpent again, moving through the Aether without measure or burden, spilling time along the innumerable roads we once travelled. And with that we will regain the mantle of the imperishable spirit."

Most of the temples in each city also give quests too. They are given by the priests or priestesses.

There's tons of stuff out there, just go out exploring and before you know it your questlog is full of things to do

I'll second this opinion. Going from level 1 into the Compainions can get you to at least level 17 if you do it right. If you subsequently run through any one of the other quests the OP mentioned you'd easily be close to level 30 or better.

My current character is level 44 and he's only done the Mages College quest all the way through, the Companions, and most of the MQ. He's also done some side quests and had various random encounters but he hasn't touched the TG, DB, and none of the quests to become Thane of any city except Whiterun.

Level 30 with all those questlines done? No way.

You must be talking about this glitchhttp://www.youtube.com/watch?v=2BmI9VbKbf4

So heres how you can temporary fix this problem if you're using PC version of skyrim that is.

1. Travel to Markarth

2. Walk up to a city guard and begin the "You've committed crimes..." dialog

3. Do not select any dialog options

4. Hit the tilde key ( `/~ key above the tab key) to bring up the console

5. Using either the game pad or the mouse position the cursor right in the middle of the guard's head and click on his head. You should now see a hex? code in the console. It is important that it is the guard's head - not his body.

6. Type paycrimegold into the console and hit enter

I tried this and it worked.
Written and credited by the Youtube member NORWAYSDMF

Edited: Heres another video that you might want to checkout if you're using PC
http://youtu.be/PdQfhkDVdtw

I hope it solves your glitch problem. I sure as hell hope Bethesda can fix this forsaken glitch already. Its annoying already.

Using PS3, sadly

Have you tried resisting the arrest and letting the guards just kill you? A lot of sources says that it may fix this glitch.

They have killed me once in the main city of Markarth.
- but the dialogue goes on

You could always go throw caves and clear them out and any other ruins also when you level up more quest's unlock giving you more stuff to do.