Nope. Just different methods.
Hell, I have a version of one of my characters in vanilla currently just chillin' in an orc stronghold. She smiths things, and spends time in the potions hut, but I don't even make potions in there, because she's meant to only have a basic grasp of potions, not proficiency. So, I leave her standing there with the potions animation running and just imagine the day passing around her.
Occasionally she heads out with an escort to hunt for materials. All part of the establishment of her life before big adventures begin. It's how I play Skyrim on that particular save, and it's just right for me.
On another, I'm exploring the world pre-Western Watch Tower and Mirmulnir. Her goal is researching, cataloguing, and exploring the word walls for a greater and more comprehensive grasp of the dragon language. Timing-wise, she's in Skyrim before the Dragonborn and events of Helgen, so there would only be the normal Skyrim dangers, instead of dragon fights every few hours.
A third is the self-insert (indulgence) game. I'm transported to Skyrim with the potential to be a mage. Overwhelmed by the events at Helgen, the expectation that by virtue of surviving a dragon attack (with the aid of others) I'm equipped to help them defeat another dragon, and suddenly MAGIC IN ME, I decide to run away and hide in the College at Winterhold to escape everything.
That didn't turn out well, actually. I'm not allowing myself to have a follower yet, so I'm this squishy little mage with no experience running around Saarthal. Undead, all of a sudden! Undead I'm seriously, as a player, not sure I can defeat. So, I booked it out of Saarthal. I was like "I'm just going to get a follower. I can't do this."
Then I stopped outside, in the excavation pit, and took a deep breath. It really was like IC being overwhelmed and terrified, doubting in the self. "Maybe I should just go back to the college."
Nope. Dragon.
Circling above. Won't go away. fluff. Can I not get a moment to forget about what the world expects of me now?!
FINE! Draugr it is!
None of these are "traditional" approaches to Skyrim. And I wouldn't give them up for anything.