So Skyrim is coming, what will you do first?

That is the beauty of a roleplaying game like this, I really don't know. I actually like the suspense to some degree.

Go to college.

My first character will be a muscular Argonian http://uesp.net/wiki/Oblivion:Sorcerer#Sorcerer that wears heavy armor and wields a sword & staff. Check out my avatar; that's him. http://i53.tinypic.com/o9mjxw.jpg. I'll probably just go the opposite direction of Riverwood and explore a bit. Past that big lake looks interesting. Afterwards, I'll head as far north as possible to see the shore & glaciers.