depends on the character I'm playing (no alchemy or magic, no smithing, etc...) but, in general:
1) No fast travel (although carts are fine - you pay for them after all)
2) No mules - if you have a follower, you can't use them to haul your stuff. You can give them things they can use, but you can't use them to hoard items.
3) Sleep every day (if at all possible). If you are awake more than 36 hours, you are required to find someplace to sleep.
4) No stopping to collect alchemy ingredients if you are on a quest (who would stop to pick wildflowers while you are trying to save the princess?). You can dedicate a period to going out and collecting them or take any that you happen to plunder or loot (or steal, I suppose).
5) No mining when you in the middle of a mission. You have to wait until you've cleared the area before you can mine there (example would be Embershard Mine near Riverwood. You need to clear it before you can mine the ore. I mean, really. Don't you think that you'd attract attention pounding away in the mine while surrounded by enemies?)
6) While you're welcome to run through swamps or even swim short distances while in light armor, if you are wearing heavy, no swimming at all. Find a way around. You'll sink. No long distance swimming in armor at all. Think about it, leather, hide or fur would simply get soggy and rot and be terribly heavy AND there is no way you'd be able to do it in heavy armor.
7) If you are using destruction magic you must concentrate on one type only (fire, frost or lightning - not all three). Limit yourself to 2 schools (healing is the exception here. apparently everybody knows healing.
8) If you are an outcast race, you must follow the rules. Khajit are not allowed in walled cities - period. I have never seen one in a city other than myself. If you can, as a Khajit, only trade with the caravans, although smaller, open towns and cities can be used (Shor's stone, Riverwood, etc...). If, as a Khajit you receive a negative comment from one of the merchants, you are not welcome in that town or city. Similar for Argonian's although they are more accepted. Basically act like a second class citizen.
I have others, but those are my basics at this point. I'm not one of those permadeath folks or 1/2 my characters would never make it to level 20.