What are some of the first things you do after making a new character? I made a new Mage and I was just curious which quests/towns to hit first that would be most beneficial

You can actually do the College at pretty low level if you want. I became head master at level 12 using basically only destruction spells. Heck I never even learned Fireball yet (still looking for it actually).

I join the companions and get a skyforge steel weapon. Which I use untill about level 30 lol.

Go to the store in Riverwood. Speak to the owner and get a good starter quest.

Since ur building a mage i would avoid random dragons at early levels... I would go to Winterhold Collage first and maybe Dark brotherhood after going trought main quest!

I've only made 2 and won't make anymore, but I grind out cash by chopping wood in Riverwood, buy Breezehome (exploit), activate Warrior Stone, grind out Smithing to about 50, make/improve Steel Armor/Nord Armor, clear out a few low level dungeons around Riverwood to get my combat skills up, grind Smithing to 80, mine ebony ore at Gloombound, make Ebony armor and weapons, and start the game proper. I balance out Smithing, Heavy Armor, and 1-H perks along the way. As I level up I work on Enchanting (pay Trainers a lot for that one).

I did pretty much the same thing for my 2nd, but I used the Oghma Infinim from like 23 to 42.

Go to markarth and follow the road north to the gold mine, kill all the forsworn and mine all the gold, smelt gold, make jewelry, sell jewelry=profit

Check to make sure the face looks good, if it doesn't then I go back to character creator. After the tutorial, it usually depends on if I'm roleplaying my character. If I'm playing normally then I'll head for either Riverwood or Falkreath.

You've already got some good advice, but here's what I did:

• Chopped enough wood in Riverwood to purchase a horse, and finished all the quests in town (siding with the elven bachelor as a means to acquire a wood-chopping grunt)
  
• Traveled to Whiterun, purchased a horse, completed the Companions quest line and most Whiterun side quests
  
• Bought Breezehome as soon as possible (chopped more wood to make up the difference)
  
• Did the Dark Brotherhood quest line, getting Shadowmere in the process
  
• Purchased Proudspire Manor and established it as my home base using money from assassinations, moved Muiri in

Now I'm working through the Main Quest as well as the College and Civil War quest lines--basically doing whatever strikes my fancy.

Good advice.

I pickup every alchemy reagent I find on the ground anticipating selling the potions or make ones I need like restore magicka.

I never bother with a horse.

Starting the Mages College gets you a room with storage which is very handy since you cannot carry around everything.

Pick every blue mountain flower that you come across as you go. Just by themselves, restore a decent amount of health but can be mixed with other ingredients to heal even more.

Target the easier quests first to get a jump on your leveling and perks.

If you know where the treasure chests are go get them.

I actually spend a good portion of my initial perks towards speech so that I can get decent prices throughout my play through.

I ride Shadowmere some just because she's there but I really don't see the point of a horse. They don't seem to go that much faster and gee, I'm not in a rush or if I am, I can fast travel or do the occasional wagon. You can't fight from a horse and it takes time to get off the horse when you hit a problem. Shadowmere is a good fighter which is why I take her sometimes but mostly, horses are just a PITA.

Leave the cave, go to Riverwood, go to Whiterun stables, go to Dawnstar chest. Keep what I need sell what I don't. Repeat the same with Solitude and Markarth chests. My characters usually don't see a lot of combat action until around level 9 or 10; maybe even longer. Before that time the vast majority of the money from the chests is spent on training.

The way I see it, some guy/girl doesn't just fall off a wagon and suddenly begin being a warrior (or whatever). It takes training and time. So I don't feel like I'm cheating by raiding chests for beaucoup $ as often as possible.

Go to Riverwood, steal every bit of gold not nailed down, befriend NPCs there so I may take things from their house to sell them, also chop wood until I get 1000 gold. Hoof it to Whiterun Stables and buy a horse. If I'm playing a "good" character then I go to Solitude to get a golden-haired horse, and if that's the case I do the aforementioned things until I can buy a decent set of armor from the Riverwood Trader or Alvor.

What is the Dawnstar Chest?

I like to head to the nearby Talos shrine to get some Thalmor robes and another magic item, head to a bandit camp for a skill book, then anises cabin for another before going to the riverwood trader to sell stuff.

If for no other reason you can Fast Travel when over-encumbered.

The very first thing I do is to check if I got the face right, immediately as I can do it.

With the last few characters, I then walked to Riften immediately (one character took the opportunity to get infected with vampirism in Haemar's Shame on the way) and join the Thieves Guild. There, I get the quests of Delvin and Vex rolling.

I go to river wood, get free stuff from alvor's house, sell all the stuff i won't need at the store, get the quest from the store, go clear out the first dungeon, return to the store and sell stuff i don't need, go to whiterun, talk to the jarl, talk to the wizard, kill the first dragon. join the companions. This is i think the "standard" thing to do. do a tiny bit of smithing to get myself steel armor set if i can.

and then I do the first 2 companions quests, so that i have access to skyforge steel and wolf armor. I don't do any crafting until i get to level 20 or so, except for some alchemy just to make healing potions if I don't have enough. I also cook food to supplement potions in the early game.

I take one of the three Guardian Stones depending on my playstyle. It's pretty much the first thing I do once I leave Helgen Keep.

It's a chest buried underground near Ironbreaker mine in Dawnstar. It has levelled apparel and weapons as well as tons of potions, pelts, and gemstones. And 750 septims. There's also one near Solitidue and another near Markarth. I'd tell you exactly where they are but just go to youtube and type in "skyrim dawnstar chest' or "skyrim markarth chest" etc.

There's also a chest west of the Western watchtower in the ruined house, underneath the floor. But I've never found more than 6 gold in it.

At any rate, the chests respawn from time to time. I don't know if there's a set time but when I feel the need I visit them approximately every 10 levels and that seems to be about right. There are other chests too but I've never visited those because it gets all weird. You'll see if you visit youtube. BTW, there are two Markarth chests; you want the one outside of Markarth near the wall by the river.