Only had the game for 2 months, and I think this should help newcomers.... or anyone who may struggle at the start of the game.

Escaping from Helgen

• Make sure to collect weapons, armors, and other items. These can be sold for profit.
  
• You will have access to melee weapons, a bow and arrow, and some spells - so make sure you use whatever corresponds to your character.
  
• Depending on your character type, you should use one of the Stones you'll come across.

Riverwood

• When you get to Riverwood, sell your collected and unneeded weapons and armor to Alvor the Blacksmith.
  
• Also, sell the rest of your items to Lucan in the Riverwood Trader shop.
  
• While at Lucan's shop, start the Golden Claw Quest.
  
• Might want to speak to Gerdur/Alvor to get some free items.

Faendal the Follower

• Find Sven, or Faendal, or get the 'rumor' from the Innkeeper in Riverwood. (Faendal might be found at the sawmill).
  
• Take Faendal's side, give his letter to Camilla Valerius, report back to him, and he will be a potential follower.
  
• Faendal is an excellent archer and companion to have with you at the start of the game. Just don't let anyone melee with him.

The Golden Claw

• Head to Bleak Falls Barrow and go through the entire cave, retrieving the Golden Claw, and collecting the Dragonstone.
  
• This is a good place to level up, and you can collect a good bit of items here to equip your character with - or sell later.
  
• After getting the Dragonstone, head back to Riverwood and return the Golden Claw to Lucan. Sell your loot too.

From Here...

• You and Faendal can get leads from Innkeepers, and track down bounty targets for 100 Gold, but you also get plenty of loot to sell afterwards.
  
• Once you accumalate some Gold to spend, you should consider buying your friend, Faendal, some new equipment (such as a Leather set).
  
• You may head to Whiterun for the Main Quest, as you already have the Dragonstone to give to Farengar, and can skip the Bleak Falls Barrow quest.
  
• As you level up, enemies will drop more expensive gear (like Orcish weapons) which you can use or sell.

This guide reminds me of the countless first playthroughs of skyrim by reviewers who all basically did the same thing; what was mentioned in the guide lol.

Better than all of those, which are kind of obvious (no offense). If you want to improve your one or two handed skills, you can level up before exiting the cave by slashing and hacking at Rolof from start to finish and he'll never attack you back. This works the same but to a lesser degree with Destruction and Archery. And if you're really, really, really patient, you can level up your Sneak skill about 10 times by very slowly going up to and then backing off the sleeping bear.

I'm always at at least level 3 before leaving that cave. Once I got up to 7 by doing the sneak thing, but that svcked.

Once you exit Helgen Keep and hit the cobblestone road, there will be a sign that shows you the way to Falkreath, Helgen, and Riverwood. Opposite that sign is a road and if you follow it, you'll find a bandit camp on some hills (on the left side of the road). Kill all of the bandits, get the Treasure Map I and the book called "Night Falls on Sentinel".

Once you make it to Riverwood, across the river from the sawmill is a giant fallen tree. There will be a treasure chest in there from the treasure map. Now once you go to Dawnstar, talk to the blacksmith Rustleif and ask him about working with his wife, Seren. He'll say that she wants the book "Night Falls on Sentinel" to pass on redguard traditions to their child. Give him the book you got from the bandit camp and you get a smithing level.

All of the above (except the levelling thing, which I've never tried), plus on my way to Riverwood I make the side trip to the little mine, loot that clean, sell the stuff in Riverwood, get the Bleak Falls Barrow quest, but before going inside, I loot the bandits in the towers and fast-travel back to Riverwood to sell my wolf pelts and bandit garb, etc., to go back to the barrow really light.

Plus I harvest all the ingredients that you can once I get escape, as Alchemy is always a big part of my game.