Work on Heavy Armor, One handed weaponry, and Smithing. These can help not only make your own armor, enhance them, enhance the weapons, but also Dual wielding is backed up by perks. Maybe work a bit on your Archery so you can start off dealing some damage before you or they get to one another but that's up to you. You will need to worry about giants and will be having to heal up a lot while fighting dragons if you focus ENTIRELY on one handed and heavy armor. If you ever come across anything to resist magic, I strongly suggest to disenchant and enchant all of the appropriate gear.