To answer your question more pointedly, outside of Winterhold, on the downside of the hill across the street from the mine, there is a small ruin with one bandit. It will have the body of Borvir, a college mage, and his dagger, which is Elven.
I don't know if you're going right to the DB, but if now, you can go to Swindler's Den, which is between Whiterun and Rorikstead. Kill the door guard outside, and then sneak the first of the two bandits inside the first cave. One of them should be wearing scaled armor. I wouldn't recommend going further into the cave at early levels, though.
Also, if you don't already have it, any two parts of Canis Root, Imp Stool, or Swamp Fungal Pod, will make you a paralysis potion. I have lived many times, only because I had some of those available to me.
Deathbell and River Betty will make you a combo slow/damage health potion, so if you don't kill them they more more slowly for a while.
There are a bunch of things to make damage health, but try to collect as much red mountain flower and nirnroot along the roads as you can. Free potions, greater damage, longer-living assassin.
Hope it helps.