Explore everything. Since it's been a while, don't start immediately on Legendary. I suggest Master if you like a challenge. I agree with Colleen. Just play and don't worry about the quests. Personally I pretty much ignore them unless I happen to be in the area or run in to them. You may also want to try a totally different build - maybe something a bit out in left field? A Nord Necromage. An Argonian priest. A high-elf thief that doesn't use magic.
I'm not a fan of permadeath myself since I have a tendency of dieing A LOT when I play on Master for my first 20 levels or so until I get the feel of the character, but I do use a lot of rules like: no fast travel, always eat and sleep, etc... It depends on whether you're console or PC, of course, but I'm on PS3 at the moment so I have to make my own rules.
I'll be returning myself in January after a 9 month hiatus (maybe sooner) since 4K hours kind of burned me out. For the time being I'm developing my character Gideon in other games so I have a really good idea what I want to do with him when I get back to SR (after all nothing encourages RP like SR!).