Is this game more about exploring things or about the main quest and some side quests when you get bored of the main quest?
The game is about whatever you want it to be. ... Wanna focus on Main Quests? You can do so. Wanna just do side quests? You can do so. Do you want to not do
any quests and just explore the landscape? Have at it. ...do you want to do a mixture of all of this? Sure, it's possible.
Also i am playing as a Nord warrior pre made class and it seems that enemy's can almost kill me in a few hits. I realize that there is a difficulty slider and when i tried to move it to the left i was just one shooting everything and it wasn't any fun. Should i just be running around everywhere leveling up and exploring and maybe do the main quest or not?
We'll have to see your "build" and your stats to answer this. What level are you currently? What majors? Are you using all 7 of these Majors consistently? This will level your game up faster than if you don't use them, and fast-leveling games can be hard to keep up with if you don't know how to also keep your skills leveling up as well.
Personally I never touch the difficulty slider, and choose Majors that don't get used very often (or I'll choose Majors that level up slowly). It could also be that you're not so good with the actual fighting mechanics (aiming, using your stamina/magicka carefully, etc.) of the game.
Sorry i am just used to other rpgs with linear paths and story telling. one.
Well you can kiss "linear" goodbye. Personally, I don't miss all the linear games I used to play. Well, I'll occasionally want to fire up Tomb Raider again, but I simply haven't got the time to do this with the way my life/schedule is.