Will have to retract my above statement.
It is in fact, ridiculously easy as a Khajiit, playing on Master difficulty, going the Stormcloak route following Ralof, to get through Helgen unarmed. Even taking out the trio of bandits on the way to Riverwood was no problem. My only near death was charging into that room of Frostbite Spiders.
My first death occurred at the Standing Stones, when I tried to take a shortcut. Apparently even that is a little too high, and I broke my neck in my Heavy Armor. Well worth the lolz.
I used full Iron Armor, employed Sven as a follower (first time I've ever used him), and went off and cleared Embershard Mine with zero issues. After mining, I headed back to Riverwood to improve my gear, forgot there's no smelter. Hiked to Whiterun, but instead of going in, I went and took the carriage to Riften instead. Forgetting to smelt my Iron Ores again...
Once in Riften, headed directly for the Ratway, got killed by the two dudes inside the Ratway, reloaded and this time, waited for Sven. Cut them down easily with the two of us. Took down Gian the Fist, looted his gloves and called it a night.