I'm new to RPGs (long-time strategy player), so some things that seem obvious to an experienced player were new to me...
- if you see a pretty design on the floor of a cave, don't step on it!
- just because a shopkeeper asks for a mammoth tusk, doesn't mean it's a good idea to shoot the mammoth with a hunting bow and iron arrows
- if you see a dragon attacking a giant's camp, don't rush in thinking to be the heroine - as soon as the dragon is down the giant and mammoths will attack you
- if you pick up heavy armor and immediately sell off your light armor, remember to Equip the new armor... otherwise, you'll be fighting frost trolls in nothing but a bikini (you'd think Lydia "I've got your back" would mention something!)
- scrolling the mouse wheel (PC) is a good way to find out you're wearing nothing but a bikini