1) When you play the game for the first time, you want to have the best experience possible. You want everything to be perfect, but also somewhat difficult. If you play as a melee based character then you will look at other spells + such as shiny and very impressive. That amazing summon looks good and you will have goals and things to look forward to for your second playthrough.
2) You will not have to suffer any penalties given from being a magic user. Obviously magicka and the armor type used would play a huge part of this. ( Speaking of which, will armor give a magic disadvantage? )
3) Some of you may argue that the game is supposed to be played like this. Skyrim is obviously the land of the Nord, the tough melee type. It only makes sense to create a melee user because of this.
4) Continuing a bit off of number 1, your next playthrough as a magic type would be more significant and you will, at least temporarily, feel like you've achieved something amazing once you've unlocked that spell that the lich kept casting at you on your first playthrough that kept making you lower the difficulty or reload a save.
It is because of those reasons, and because of past experiences with adventure games, that I will be creating a melee character as my first character.
As of now, what do you think will be the playstyle of your first character? Feel free to give reasons why you've chosen that specific playstyle.