I've had this game for 2 weeks and have had 30+ hours of gameplay. I love the game, but I'm only level 12. I don't usually do many missions but I am quite far into the main story. Skyrim is my first Elder Scrolls game :/
I started playing as a mage and recently changed to an archer, but there's things I don't understand. I've seen videos of people running around with enchanted weapons, I always knew you can enchant but never knew how and never thought I would need to, but now missions are getting harder and it looks like I'm going to need to enchant. I also know you can capture souls for some reason or another, but what does catching souls do and what crystal do you need to do it? Also, what is the best and most fun character to play? Archer, mage, thief, warrior? Can anyone help me out D=
You can enchant weapons and armor at an Enchanting Altar, which you can find at your local Jarl, or his mage anyway. To add an enchantment, you need a Soul Gem. Soul Gems range from petty to grand and may or may not contain a soul already. Petty gems are too weak to be useful for enchanting, so I usually just use them to recharge my weapons. To capture a soul in a Soul Gem, you need either a Soul Trap spell or a weapon with a Soul Trap enchantment on it - you may get lucky to find one of these in a dungeon. You also need an empty Soul Gem. If you cast Soul Trap on the monster and it dies while the spell is active, you catch its soul. Not every soul is equal. Some are petty or small, such as skeevers, others are grand, such as... I don't know, Dragon Priests...? A big soul will not fit in a small Soul Gem, but a small soul will fit in a big Soul Gem, although that is a bit of a waste and should be avoided.
Finally you need an enchantment. Unlike previous TES titles, this time around you need to disenchant stuff to learn the enchantment. That can be done at the altar too.
Now, I've found I don't need to cast Soul Trap - there are plenty of filled Soul Gems lying about here and there.
As for "classes", play whatever suits you. I would recommend you don't get a companion and certainly not a horse if you go for a sneaky theif type character. But just try stuff out, save often and be prepared to make mistakes and start over.
Hope it helped.