So I want to know how do you catch on one character because I get to lvl 20 and restart.
Make new char, again and again.

If your asking how to keep the game interesting, go explore random dungeons, that's always a possibility. Or take a break for a bit and come back to the game later.

Are you getting bored or burned out? If you've been playing nothing but Skyrim since it came out, perhaps try another game for a bit and come back?

I suppose it helps if you like your character and have a vision or idea on how you want to play and build them. Then, you just keep playing the game to see how their story unfolds.

Never really for me, fallout 3 on the other hand...

I havnt completed any of the main quests in Bethesda's games due to this. Skyrim will probably be the first. I'm only on my second play through, and I know I'll finish this time because I took a long time on deciding what kind of character I wanted to be. Maybe you should try this. Think of all the different classes and decide what you enjoy the most. It should lengthen your play through.

for me, with roleplaying games like skyrim or rpg's like morrowind (lol) i always restart characters.

it's part of the fun. i have to figure out the game mechanics and then decide how i want to play.

with skyrim, it's all about roleplaying so i restart when i come up with better thoughts about how to play.

I just start the new characters and come back later when I think of an interesting concept for the previous character

This exactly...

One key to the game is to specialize. If you spread your perk points too widely, you're not going to have fun. Stick with just a few perk trees, and you can get to the cool stuff alot quicker. Plus, the hardest character to play is jack-of-all-trades.

Another thing is to go for more immersion - to try to put yourself more into the game. Headphones are a must for this. Also, if you are on PC, tweak your .ini so that you don't have a compass or quest markers. It's far more challenging, and you get to see alot more of Skyrim that way. If not on a PC, at least set you HUD opacity down to about 30% and turn off your crosshairs (trust me, you will get better with aiming in short order - you can always drop to a crouch if you need a quick crosshair for a precision shot).