My first character in TES is always a scout of sorts, with the goal of finishing the main quest. Whether other quest(line)s will be done is something I decide on the way with this one, as the character evolves. Based on this first taste of the game, I already start thinking of new characters, and what their goals and how their behaviour will be. Most details will get filled up as I play with them 'though. Also, I do look up what race fits best with what skills etc., and it needs to fit the lore as much as possible.
Right now I'm still playing with my first character, a Nord nature-minded Dragonborn who's mostly into surviving the wilds (kinda like a ranger actually) and puts the undead to rest as she has a history of respectfully making ancient Nordic tombs her home, and thinks the dead should stay dead.Two other characters I have in mind by now are
1. an Altmer illusion/conjuration mage and cleanfreak, on a mission as a spy and secret skirmish instigator for the Thalmor under the veil of being a traveling merchant (will marry Taarie as part of his cover

). he can't get any bounty at all as this could blow his cover, so he'll sweat a lot. ^^ Especially during the Forsworn Conspiracy.
2. a Khajiit hand-to-hand fighter and flower selling girl who's a modern hippie alchemist. She'll marry a nice guy who'll get 'somehow' killed by Stormcloaks, causing her to venture on a vengeful journey against the Stormcloaks by joining the Imperials. She'll also wear mourning clothes when in town, and wedding clothes when on official business (and perhaps also when fighting Ulfric). Wedding ring will always be worn.