Thanks for the reply guys or gals , I'm Sorry didn't see the tiny 2 point type in the red box (my bad), saying I
needed to use steam....
And thanks for letting me vent for 5 seconds before locking it down.
It wouldn't hurt to put the steam LOGO on the BOX as a fare warning. ( I am 60 , can't see as well as I
could when I was 20) I have been a player of the elder scrolls for a long time , some of the best gaming
times I have ever had. And that is a true historical fact...

So on to a new chapter , the HELPFUL steam client has told me I should be able to play this wonderful
game I have heard so much about , (and have been installing for 2 hours) , some time in the next hour or two.
So what Is the first thing I should do , any ideas ...
Just explore ,get in fights , find gold ?????

go explore and i mean it, go level up a bit and then do some quest, at least level up until level 10, then do quest or walk around skyrim! and OMG YOu are probably the oldest fan of TES (no offense ofcourse my companion)

Follow the first fox you come across, and just see what happens.

Enter the first Inn or Tavern you come across and ask the barkeep for gossip and jobs. Then you go kill the bandit leader or whatever and crave the bounty. By this time you have probably bumped into a ton of different characters asking for your help and offering quests.
And oh-stay away from the giants. A long way. Don't even look at them funny.
Good luck!

Don't start the Main quest if this is your first play-through. The quest-givers will try to herd you into it as quickly as possible, but if you listen to what they say dragons will start spawning on you whereever you go. And keep clear of the civil war also until you have had a chance to explore and get a few levels. Anywhere you go there are tons of encounters, quests, loot and adventures so just enjoy. Take the time to explore, learn the lay of the land, build up a few skills and rustle up some gear. Also it is more fun and you find more stuff if you don't fast travel.

I would say for your first character just do what feels right. Explore! The magic of that first character blindly becoming something of chance is a fun opportunity you will never have after.

On your next characters take the time to role play and make the decisions you want to.

Go for a run and enjoy the sights, just mind the bandit camp to your left.

Roleplay from the get go!

Do whatever YOU want. But if I had to say do just a test character then make a new one and be a bit more serious with it

Don't do things just because someone asks you to do something. Don't do things just because it appears in your to-do list. Think about if you really want to do what you are about to do.

Well it's not like it's gonna make any difference what he does. Still be treated like dirt