Ive started with redguard and got to level 31 and dont fancy changing my character? i know other people that have changed characters and done different quests?
Is it stupid that i want to keepp the same character throughout?

nope

I have 12 characters so far, some are level 50 some are level 4 I just play for fun

Play how you want! Don't let the majority pressure your personal tastes!

*waves freak flag* YEAAAHH

One of the things I love about Bethesda's games is being able to go through with multiple different characters. But it's certainly not a requirement, and if you want to do everything with one individual that's an option too.

I personally like to play with multiple characters (doing different quest lines with them), but, by all means, play as you want to play. If playing with a single character is fun to you, then do it.

To answer your thread title. No, there is no wrong way to play. Different people play different ways for different reasons.

Some play a different char for each faction.
Some cap their chars at mid levels, by specializing in only a few skills.
Some try to get to level 81 and max out everything.
Some people enjoy playing and building a char as they go, starting a new when that char is maxed.
Some like to build a char first by grinding, maxing stats and then doing quests.

The last one is similar to taking a char through a faction questline, at which time a char could easily be close to maxed. Then deciding to do other quests, if not all of them.

Just do what feels comfortable, enjoyable and most of all fun for you.

i always just play 1 character but months down the road i will always create another and do it all again

Thanks, i just never really thought of starting all over again and thought should i, but it felt like id done the last 100 hours for nothing. lol.