Welcome to Skyrim Forums. Firstly like Hildolfr said, if you have any questions, just ask away. Concerning your first playthrough of Skyrim, I wouldn't worry too much on the character, as you get to know the game you will find that you have a certain play style that you like more. Warrior, mage, thief, assassin are all options you will try out before you pick your favourite.
Speaking from personal experience I picked a Khajiit, purely because, hey, I like cats. She pretty much did EVERY quest she could lay her furry little paws on. And I am fine with that. But the next character I found I wanted to Role play her a bit more and chose to do or not do particular quests that would suit her as a person.
So if you are into Role Playing...it's OK to fail a quest because you feel it would not be in your characters best interest to do said quest. Whether they have pure morals or dark tendencies is completely up to you and the quests you choose should reflect that character.
Some people like to play a new race every time they start a new character. Others stick with the one race. That's the beauty of this game...it's completely up to you and what you like. Heck I have had some characters only reach level ten and retired them, just because I was done with what I wanted them to achieve.
If you create a character and find that you are really loving them, then try to take them all the way.. level 80 is the ultimate goal of a skyrim player (someone correct me if I am wrong, I am speaking about un-modded, vanilla skyrim).
Anyway that's my 2cents worth.. heh. Have fun and just enjoy it!