As far as assassins go, stock pile iron ore/ingots and hunt everyday to make leather strips, and make a plops ton of iron daggers to get your smithing up. Stock pile malachite, moonstone, quicksilver, and leather to make glass armor and weapons. If you can find a Daedric arrow, give it to your companion - they are very helpful to distract enemies - and pick them off of dead bodies.
Work on your alchemy and enchanting skills to create potions to fortify smithing and to enchant your armor with things like extra bow damage. Work on your stealth and pickpocket skills, by saving before you pickpocket guards' arrows, and if they catch you, just reload. I have over a thousand steel arrows I've stolen. If you get the Dragonborn DLC, you can steel their Elven arrows.
Stealing jewelry increases pick pocketing really quickly. With all of the stolen stuff, you should look into buying a house in Whiterun to organize and store all of your loot. If you don't have about 8,000 - 10,000 gold, just throw it on the ground outside the city walls in one of those empty open rooms. Look for rings and necklaces that increase things like alchemy, enchanting, smithing, light armor, sneak, pick pocketing, bow damage, one handed damage, speech, and cost reduction. People sometimes have these on their person that you can steal.
Don't forget the perks! I love the light armor perks like 25% bonus for matching armor, and the weightless perk for all light armor. I've got the slow down time when zooming in with a bow, and 50% chance of staggering an enemy. I've got the sneaking perks of not setting off pressure plates, and if your sneak rate is high enough you steal everything from a store with the keeper standing right there. Lock picking I still one have to work on, but there's one for extra gold and one for better chance of finding special items. One for pickpocket success rate, and stealing equipped items.
As far as leveling your skills, like I said, make a bunch of iron daggers, steal lots of jewelry, sneak just about everywhere you go, kill everything that won't put bounty on you - or just kill the last witness -, raid lots of bandits and sell their armor - the higher the worth, increases speech -, buy expensive things that increase your skills, pay for skill training and pickpocket the person for your money back, make lots of potions to sell/use, use petty soul gems to enchant items to increase their worth and your skill, save Dwermer things you find and turn them into ingots, and sell what won't be smelted, then once you have the perk, you can make and sell Dwarven armor for 200 gold, save your dragon bones and scales to make better armor eventually.
Steal everything! Food, particularly cheese and apple pie are very great. Expensive weapons to be sold later, potatoes and tomatoes, carrots, and bread, apples, salt (always salt), ingredients, mammoth tusks, gems, just everything you can find and not get caught for.
Stockpiling food to make meals with effects like stamina and health restoration. I always have cheese in my inventory. There are some in my companion's as well. Drop everything you don't need to use on an adventure. This is where the house is most handy. All of that cheese and those ingredients really weight you down. When you get weighed down, put some in your companion's inventory so you can still run/fast travel. Look for books laying around that have a worth of 30 or more and they could have a skill increase.
You probably already know most of this, but you asked for advice, and this is what I have to offer.