A really great topic. I wanted to explore badly and so I didn't head straight for Riverwood. That was a mistake. I should have followed Hadvar even though he said we should split up. I missed the dialogue with him and Alvor and Alvor never really came out to his forge area for a long time because I arrived at night. If you intend to do the Main Quest, I think it's important to go to Riverwood for that event because they talk about what's going on in Skyrim.
Edit: I have no problems on my PS3 version or with magic. You just have to build your character and it takes time. Go slow.
