When I do anything over and over, it will become tedious. Try playing with a character for at least 20 levels or so before starting a new one, if going through Helgen is that much of an issue. Let the character "blossom" before creating yet another new one.
I still can't understand why you have to play thru the entire ehelgen tutorial if you don't like your char, you make it, turn the camera and watch him, and then reload a save before you pick the race, simple as that
that's why they allow you to save BEFORE making a char, you can start from there and make as many as you want, and at least you won't have to see the carriage animation again
