what do you mean by strategy?
I just wait for the enemies to turn and then I go in.
That's "strategy." There are more elements to it-- for instance, you come into a room with multiple opponents-- which one do you attack first? Why that one instead of another? You come into a room with a brightly lit stairway leading down in front of you and an opponent on the far side of the room-- how do you get to him without passing through the bright lights? And so on....
How do you use invisibility spell w/o illusion as major?
Majors don't matter, really. The only significant thing about majors is that they increase more quickly and when you get 10 increases in your majors, you level up. You can use ANY skill, no matter whether it's a major or minor.
So is there any point in having marksman as major?
First, again, majors don't really matter. They just increase more quickly and contribute to leveling. That said, even if you don't use it much, marksman's often a good major, because it increases quite slowly otherwise.
And do you use bosmer or khajit?
Sometimes. I've played at least one character of each gender of every race. I don't play Khajiit much because I think they look fake and that sort of bothers me. I've played a few different Bosmers-- they're one of my more favorite races.
Again, race almost always comes down to personal preference. All attributes and skills max out at the same point, and all races can get to that point, so it really doesn't make much difference in the long run. Just play whatever you want to play.
Btw, for the thief guild quest with the pale lady, how did you kill her? I don't see how sneaking up behind her is possible when she's looking right at you.
Well yeah-- it's basically impossible to sneak up on somebody who already knows you're there and is standing there looking at you. So you just kill her.
Sneak, aside from relatively weak opponents, generally isn't a one-shot deal. In the first few levels, you can take down most anything with a sneak melee attack. Later there will be fewer things you'll be able to do that with (unless you use poisons, and even then, the best of them take some time to work). You have to have good fighting skills anyway, because the odds are that what you're going to end up doing is getting in one sneak hit, then standing up and going toe-to-toe. With stronger opponents, there's no way that you're going to take them down with a single sneak attack, so you have to be ready to fight (again, unless you use poisons, and even then, they take a while to work, so you're at least going to have to be able to defend yourself). And in situations where the opponent is just standing there looking at you, you have no choice but to just fight, straight up. That's just the way it is.