As someone mentioned, don’t exploit Smithing and Enchanting. Level them naturally if you’re going to spend time with them. In other words, if you have some fur or pelts, go make some leather and make some armor and improve it as much as you can at the skill you are at. Go play some more, and of you end up with some more pelts or iron, make what you can and go on about your business. Don’t worry about travelling to every smith you can find, buy all their ingots and leather and power level the skill. Do it naturally – you’ll appreciate it much more in my opinion.
This might be heresy to some (myself included!) but be VERY careful where you randomly explore. There are quests you can absolutely break because you went somewhere before the quest told you to go there. (It svcks I know! But the fact remains there are some MAJOR scripting and quest variable bugs that STILL need fixing.) Almost EVERY dungeon has a quest of some sort associated with it, so if you just play the game you’ll eventually go to them all anyway if you do all the quests. As much as I hate suggesting this, to keep from breaking your own game, I recommend you play in a pretty linear manor until the big patch comes out this month. Hopefully it will fix the scripting but I’m not holding my breath. If Beth don’t fix it, modders will as soon as the CK comes out.
It’s no problem to have multiple quests going at one time though. So I like to hit the road, get as many quests in my journal as I can, and simply do them when I’m in the area of my next location in that quest. But I know everybody won’t like to play like that. (For that matter I don’t either. But I’d rather do that than totally break another character.)
My favorite build is a sneaky archer so it’s definitely a great way to play. Go see the guy at “The Drunken Huntsman” in Whiterun as he has about the best archery selection in the game (especially arrows). I’ve made the guy wealthy with my characters, lol. If you play an archer here’s a spoiler for you if you want it:
Spoiler the best bow (IMO) at those early levels is the Forsworn Bow. It has the same stats as bows you only start finding at much higher levels, but if you know where to go you can pretty much get one at level 3 or so. (Go see the Companions) In fact, my level 27 archer is STILL using his Forsworn Bow he got at level 4, although it’s now enchanted and has been improved at the grindstone.
Most of all, have fun!