Starting the game you are told to go talk to a Jarl which takes you directly to fighting a dragon. The storyline basically forces you to keep going on this "kill dragon and complete story" path with no mention of Riften, the thieves guild, how to sell stolen items etc. etc. Infact, even the dark brotherhood has a rumor you can pick up in the first town, but nothing is mentioned to new players on where to go to start your path as a thief. You steal something and can't sell it. You don't know why you can't sell it. The game forces you to go outside of the game to look up where to go to sell your stolen items and then you figure out there's a theives guild to join that the game makes no mention of. On top of it all, Riften is actually pretty far from where you actually start the game which makes it even more difficult to find the path as you wouldn't normally stumble apon it. Intentional because the guild is supposed to be a secret? Sure. But then why have a rumor about the dark brotherhood in the very first town then?
So the only option you have here is to completely ignore the main quest from the very second you step out of the cave and find your way to a town thats half way across the map. Yes take a buggy but how many new players even know about that if they're skipping the mainquest? Or are we not supposed to join the thieves guild until we're halfway through the game?

