Will I be missing out on anything if I decide to create a roleplaying character with a certain personality/moral compass?
There's so much content, you're almost guarenteed to miss something. I'd do at least two saves, 1 good, and the other evil to cover both of those extremes. The former can do all the Crusades, like the main quest, while the latter can do the darker deeper ones like the Thieves' Guild, and Dark Brotherhood. Also, there's a civil war on, so you'd have to take each side to see it all.
What can I do to make the roleplaying experience more enjoyable, and make it feel more "real"/immersive?
First, I work out a personality, try t figure the mindset, motivation, and so forth before I start playing. Do some research into the respective Races, that the only game affecting choice you have to make at the beginning. Then, I avoid any, and all distractions whenever possible. What distracts you will vary, but for me, it's pushing, and popping in, and out of the menus, and any glaring exploits that remove the challenge entirely. I also get real bored with crafting quickly, so i generally avoid it.
How do you stick to who your character is, given the variety of options/quests in the game?
If I have to, I stop, and give myself time to really consider who my characters are, what they want, and how they go about achieving them. Whenever I'm given a choice, the more self serving ones will go for the one with the most potential profit(With the information they know about, no fair looking ahead.)
Do you find that the main quest takes away from your character's personality?
No, I'm not even sure what you mean by that. Sometimes I skip it to sandlot, because they character isn't interested in fighting Dragons. others, they don't run the whole thing because they lose interest, or it strays away from what they're comfortable with. For instance, I had a Nord who was against Magic, and Magic Users. As soon as she found out that Esbern was a Conjurer, she left him, (At the Sleeping Giant) and had nothing more to do with him.
How did you get started with roleplaying a certain character?
I have lots of characters, I started most of them to try something new, or experience Skyrim from a different PoV.
What little things do you do during the game that brings your character to life?
Depends on the character, but all of them try to look like the kind of person they are, even pose for Save Shots (Really helps when scrolling through the load menu) and guite a few have signature combos/MOs. This is a very combat oriented game, so quite a few also have Attack-on-sight sworn enemies.
If you play a "good" character, how do you rationalize killing people?
This is a bit of a Black&Gray morality game, there's very little true good out there, the best I've seen is Neutral. However, quite a few factions consider themselves "Good Guys" and rationalize killing as ridding the world of some evil. Barring that, the vast majority of NPCs will attack you on sight, so you can always fall back on Slef Defense/Survival. It's a violent world, so pacifists stay in town, or die.
Basically, I'm kind of a noob when it comes to this, so I just need/want as much help as possible. Playing through with a true RP character seems like a lot of fun, based on what I've read on this site. Plus I eventually want to participate in a RP story on the forum, but I feel like I don't really know enough yet to do it "right".
There's no right, or wrong way to role play. It's purely for fun, and entertainment. If you're enjoying yourself in the game, you're doing it right. There's actually relatively little even bragging rights to be gained from playing by the "rules." (And don't let anyone tell you different.)