Basically, figure out who your character is, then either play as that character (only doing things they'd do), or follow them around and see what happens. Instead of trying to do everything in the game, you only do the parts that would make sense for your character.
This.Roleplay is all about doing what comes natural for the character. It is all about letting go of things like 'efficient leveling' and 'building up the ultimate character who weilds the ultimate weapon'.
Do what the character would do, not what you would do.
Create a list of likes and dislikes for him/her and follow them.
Spend your time living as a real person in Tamriel. Hang out in the taverns, drink and chat with the locals.
Eat, wash the clothes every few days, pray in the chapel (just press the sneak button- it makes the character feel as if they are kneeling)
Only use the skills that is natural for that type of character.
Only do the quests that fit the character build.