First play through I play by the 'recommended' (I'm guessing you are a skilled bard) class and intial race (Dunmer:MW / Imperial:OB).

I always seem to play as a paladin strong against the undead and demons but does not have strong religious belifes.

I'll probably play an Orc barbarian brute for my first character. I always have a lot of fun with Orcs.

I thought everyone loved the Dunmer? Seems Nords have jumped in popularity with the new game...

My first play through of any TES title has always been as a Nord brute. I see no reason to break that tradition for Skyrim.