Go explore and do stuff. Sell loot, do...whatever you want. Take a literal walk from Solitude to Riften and observe the scenery while beating up the monsters and bandits that dare cross your path every so often. Don't rush the game, don't think about it.
Oh, and if you see the Thalmor wandering around, kill them. They're basically the Nazis of Skyrim. Kill them and sell their loot to Belethor, then go pray to a shrine of Talos.