Prior to the release of DLC material, I acquired the platinum trophy. In other words, I'm not new to the game and understand a great deal about its mechanics. This knowledge doesn't prevent from being paralyzed with indecision -- more or less, what to do. Let me explain.
01. To gain access to the best steed in the game, the PC must join the Dark Brotherhood and complete that quest line.
02. To gain access to the wealthiest merchants, the PC must join the Thieves Guild and complete that quest line.
03. To gain access to the most powerful spells, the PC must join the College of Winterhold (Mage School).
04. To become a werewolf, the PC must join the Companions.
05. To have largest supply (more choices) of souls to fill the Azura's Star with Grand Souls, it's better to obtain the dark version. Mammoths are the only souls I know of that are Grand for the light version.
So, there you have it. A player wanting things to make sense can effectively be paralyzed and effectively winds up with the same character every single play through. I don't want to limit myself to merchants that only carry 1500g; nor do I desire to invest perks into the Speech tree -- the most unnecessary perk tree in the game. And yes, I want the best horse I can have along with access to the only followers that level beyond 50 -- DB Initiates. I really could care less about the werewolf; but it's fun and useful in some situations. Finally, what is the point of getting 100 in Illusion if the master instructor is tucked away inside the College of Winterhold and never goes for a brew in town?
I also have problems deciding whether I should purchase the spells I need to start with --- like calm and courage -- or find them naturally.
No matter how I start out, I always Sneak, melee, use Bows, and cast protective and healing magic. It's hard to get away from. Oh yeah, let's not forget about Smithing and Enchanting. I got to have that too.
So, how do you go about dealing with these issues in your own game?
Edit: I also tend to make a bee-line for Falkreath to obtain property before heading to Whiterun. (PS3, Base game and Hearthfire).