A few things to note:
I am currently on my second time through this game. I am replaying it because the game got very glitchy toward the end of the first play through, and I was unable to acquire all of the Dietric Weapons. That was the only achievement I could not complete. I believe that many of the glitches that I ran into during my first play through were of my own making. I went through the map and opened many locations before I had missions to go there. Then I continued to clear the location. Later, after I received a mission, the objective for that mission had already been disabled.
For example; I opened the Hag's-End Cave, and made my way to the Dragon Word located in the cave. Since I didn't have the mission to get the Dragon Word, the game just made a bunch of noise, like the word was being learned, but without the mission, I couldn't learn the word. Later, I received a mission from the Greybeards to learn the word in the Hags Cave, but since I already tried to learn the word the game never allowed me learn the word.
On my second time through the game I made sure to stay away from the Hags-End cave until I had a mission to go there and learn the word. Everything worked fine then.
I suggest if you go exploring be careful about where you go, and if the area looks like it might be a part of a future mission, then leave asap. Just wait until you have the related mission before you return. There were about seven missions that I could never finish because I explored the area too soon.
Since I have been more careful about my exploring the second time through, that sort of glitch has not shown up.
I've read where several people have been clearing their cache in order to free up memory and stop the game from freezing on the loading screen. I caution you about that idea. I am currently at Level 66. I've already completed 3 quest lines. invested in 19 businesses, bought 5 properties, became a thane in 9 reaches, etc... If you clear your cache and need to reload from a previous save, due to these numerous glitches, you won't be able to. You will need to lose everything you already accomplished and start over.
At least if you keep a few periodic saves throughout the game, you will be able to start over from an earlier save. Starting back at Level 40 is better than going back to level 1!