The first time I played was only yesterday

I've been slow to catch up...
The first thing I did, besides get out of the Imperial City sewers of course, was just wander round trying to take it all in and get some sort of sense of where to go, without following the initial questline. Due to the overwhelmingness of this game, I gave up trying to decide where to head and as soon as I discovered the horses, well, I just went riding, for a long time XD stole one before I realised that you actually don't have to... I've played 11 hours so far, and I'm still totally lost as to where to begin! (And still loving riding around on mah poneh!)