Most of the time. Depending on how I set up my character, I then need to determine why I ended up on my way to Helgen.
I only play female characters, and I've yet to choose any but Khajiit and Nord. If I go with the Nord: brunette with green eyes.
This one's a bit tough, because the game doesn't really give you much in return for your choice. Thus, my actions speak for me. If I don't like someone, I'll be less likely to help them, and will be generally open to having them... Dark Brotherhooded. Yes, I turned it into a verb.
Stick with it. The game makes it easy to "wander" from a core design. If you play as an alchemist, for example, there's no reason for you to touch a blacksmith hammer. Perks, if taken, should be severely limited based on your style of play. If you're not a merchant, no perks in Speech. Definitely no perks in Armor, either, if you're not a smith. You should have more unspent perk points in a well balanced game.
Pick specific goals of what your character would really do. Playing without dragons may not be as fun for people, but you have to find yourself a good reason to go fetch a rock from a dank cave. As you level, things to get tougher, but sadly, this also means they're pretty static in terms of play. Dragons are the only real, random threat, so if you want to "start" your game after you get the Dragonstone, then do so for the extra challenge.
Remember to focus on what your character may do, not what you want to do. That's a tough thing for many people to do, because true role-playing game is going to get boring real quick if you're not killing things. But stick with it, and the rewards can pay off through testing yourself.
As an example, in my last game, I played as a merchant who wanted to live in Skyrim. I couldn't enter caves and my limitations where basically making soups and selling them at the inns, cutting wood (for money), and when selling/buying from merchants, what I sold had to equal what I bought (fair trade, as close as I could get it).
Then, I'd speak to characters I knew were merchant based, such as finding an amulet for a Khajiit friend or a mammoth tusk for another. Another friend in Riften needed some stuff to craft jewelry.
This play was
boring, and I won't lie, but slowly building my house at Lakeview Manor was pure enjoyment. I still have the save file, and she's been working on the house for nearly one in-game year, and she's not even put the roof on the house yet.
Dull, but rewarding.
Good luck and keep us posted on what you decide.
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