Just mess around for now, try things out and see where things go. You will get familiar of how things work, I use to mess around when I first had the game. I once made a Khajiit thief, little did he know that he would be corrupted by the Oghma Infinium and became a badass Khajiit with Deadric armour whilst beating the Stormcloaks with a thirst of T- bagging... oops necrophilia (don't tell me you haven't done it before).
And yeah, I use stray a lot from my character playstyle.
Ahh, the memories. I use to glitch around mountains and went to the very top of high throthgar before my appointed time just so I can jump off it. I use to punch the greybeards in the face just so they can freeze me off high throthgar like a little girl at Disney land.
That first moment, where you give someone a arrow in the knee, you might even become Robocop and just hunt people down just so you can shoot them in the knee.
I think theirs point where you just be something more or something, maybe either stop playing the game or you just want to be more immersive. Give your character a identity and roleplay, you'l eventually figure out the rest.
Welcome, for your first time.