Skyrim levels like Fallout 3 for the most part, with a few tweaks.
The outside world levels as you level (there are a few places that you cannot go at level 1, but not too many) - it must be like this when having a game where you can go anywhere/do anything. If you had to stay in X Y and Z areas as you aren't strong enough, then that would defeat the purpose of go anywhere/do anything.
Dungeons, however, lock at pre-determined levels. You enter a level 30 dungeon at level 5, that dungeon locks itself at level 30, and while you level up, that dungeon stays the same. If you enter that same dungeon (for the first time) at level 30, that dungeon will be like a level 50 dungeon, then will lock at level 50 for you to come back to. Many dungeons are low level, of course, so lots to explore at the start and you don't have to come back at a later date to do a lot of them.
As for gear, gear doesn't level anymore, they took that out. Bandits will wear leather armor when you're level 1 as they will when you're level 50. They removed that whole leveling gear feature.