I'd suggest avoiding Riverside and Whiterun and heading straight to Riften or any other town, as soon as you are free from Helgen.

That way you really choose your own path and don't "accidentally" get railroaded into the mainquest and start the dragon onslaught. :shakehead:

My advice if you want to explore without dragons, avoid Bleak Falls Burrow.

More precisely, OB gates didn't appear until after you take Martin to Jauffre in Chorrol.

Riverwood has your first companion, and Whiterun has all your crafting stations, along with The Companions Guild.

My current character is just avoiding Bleak Falls while I go about exploring and seeing the world.

Is nice to not have to worry about getting eaten by a dragon for lunch.

The obstacle I find the hardest to deal with, when it comes to roleplaying in this game like any other is the rate you rake in money. I really want to make a care that works for his perks in a city. Cuts wood for the local inn to be able to stay there, etc. But it all quickly becomes meaningless because you inadvertently rake in so much gold just by crawling through a single cave. And even if you don't open up every barrel and every corpse. I wish there was a console command to greatly gimp the money income from vendors and basic cave loot without affecting job rewards and bounties.

ON TOPIC: As for the game, you have to balance it out. You need to find the sweet spots where you're not asked to do something urgent. This game certainly does a better job than Oblivion and Fallout 3 which both had a sense of urgency the whole way through. Skyrim does give you the opportunity to go your own way as soon as you complete the introduction. Your companion will suggest you'll find help in a specific town, but also suggest it might be best that you split up from then on. If you follow the path to the city he suggested, he'll wait up for you, chat you up on the way, but really, from there you can head on out about your business. For example, my orc basically left his companion and the thoughts of dragons behind, and headed out in the wild for his "home" orc stronghold. If you follow your companion, its a little tough to bypass the main quest as you'll soon be asked to head to another city to warn them. Its sort of hard to postpone that. And from there, it kind of unfolds. After a certain point though, you are pretty much sent out on your own with the sole purpose to train and gain strength.

I'll admit I miss Morrowind's directionless beginning, but it did give me a lot of trouble until I understand what Elder Scrolls title were.