Going to a forge to master the art of smithing is a good start for most warrior characters. Exploring along the road side picking flowers and using them to brew up some potions and good leveling if you wish to be a mage. If you are wishing to be a assassin or thief; start sneaking and stealing, join up with either the Dark Brotherhood or the Thieves Guild, and try not to kill random people, you might find out later that they were needed in a side quest. Rather, practice your art of the blade on some bandit, that way at least you will get some gold in return from some grateful villager or merchant. Lastly, from my experience playing Slyrim I have learned that that the best class (at least for me) is the Spell Sword/ Battle Mage. Teaming a sword and magic together is a deadly combination for your foes.