I recently started Skyrim as a heavy armor wearing, sword and shield using, Nord warrior* who's only "guild" focus will be the Companions. I've done my first mission for Aela, but I've sort of been doing a bit of this or that, and haven't yet visited the Greybeards for the first time. Since the Companions offer "free" training in all the combat skills most important to me, I'm thinking my best strategy now would be to focus on completing the questline so I have access to them as followers, build up my combat skills, then get back to the main quest and sidequests.

Getting Red Raven's sword has been a big help in fighting undead, but my relative trouble killing Kvenel the Tongue (I died three times before I figured out that I needed to avoid fighting him and the undead sorcerer at the same time...), made me think that I need to build up my combat skills as much as possible first to avoid these problems. (I still feel that it's a tad much that he was not only immune to undead strategies but had waaaay too much health.)

Also, while I love the fact that Skyrim has a ton of quests, I'm racking them up a bit fast for my taste and I'm considering focusing first on the Companions, the Main Quest, then the DLC expansions and saving most, if not all, of the other quests for last. Good strategy? Any help would be appreciated.

*I'm doing a massive Oblivion/Skyrim roleplaying playthrough based on the three archetypes. I recently play Oblivion as an Imperial Knight (custom of course) who focused on all the warrior stuff and being the hero of the main quest. After I beat Skyrim with my Nord, I'm going to play a mage in Oblivion, then play one in Skyrim and then move on to a thief/assassin build in both games. Just FYI.

I mostly tend to play one guild questline per character. But it all depends on the character. Each character I play is different. I tell a different story with each one. I let the character guide me. The character knows where they want to go and what they want to do. I only have to be still and listen. If you know your character well you will know which quests are right for your character.

Once I know a game well I can cobble together a bunch of unrelated quests into my own do-t-yourself home-made questline. Sometimes I don't even rely on Bethesda's quests at all. Sometimes I just make up my own. In fact making up my own is actually almost more fun for me than doing somebody else's quests.

I like to take my time with most of my characters. I rarely "rack up" a lot of quests in a hurry. Partly this is because my characters never fast travel and partly because I like to be open to spontaneity. Some characters just don't travel in a straight line. They're born wanderers. They can take forever to finish what they start. I love playing these types of characters the best. Also my characters tend to spend a lot of time doing non-combat activities. So most of my games tend to stretch out for hours. Even doing a short questline like The Companions can take one of my characters hundreds of hours.

I think these games are best when savored. I spend enormous amounts of time simply inhabiting the world. My characters can spend a lot of time sitting around in taverns, walking through streets, swimming, bathing, eating, sleeping, chopping wood, admiring a sunset. My games probably seem pretty pointless to most players. But I like to fill out the spaces between intense action with a lot of little day-to-day activities. It makes my characters and their lives feel more "real" to me. As a consequence of all this, I rarely "rack up" quests in my games.

I don't know if any of this was any help at all. But there it is...