Too be honest, I was a bit overwhelmed when I first started playing this game. To find things and open up the world, I just really embraced the exploration part of the game. I would mark something completely across the world and just travel there, discovering dungeons, small places like inn's, different kinds of enemies, etc...
I learned a lot from exploring. I found tons of quests, a few guilds I could join, not to mention plenty of things to level my skills with to make my character stronger.
Combat will come easily imo. You just have to know what kind of character you want to play. For example I spec into Sneaking and Archery as my main 2 combat skills. So I pretty much sneak around surprising enemies from a distance.
If you want a melee character, you need to either spec into 1 handed or 2 handed weapons, and then probably heavy armor. (Unless you were using daggers then you could get away with sneak+light armor)
If you want to be a mage, you would want to gain Magika when you level (I wouldn't completely neglect health though) and spec into whatever type of magic you want whether it be conjuration, destruction, restoration, illusion, etc...
Sig Credit: M.C
Miesha Tate - Urijah Faber - Dustin Poirier - Frankie Edgar - Claudia Gadelha - Demian Maia - Jessica Eye