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A huge open world like Skyrim can seem too challenging at first; you can wander for hours, even days, without actually taking on any quests. There are a few places you can visit and actions you can take very early on that will improve your skills, fill your pockets, and whet your appetite for the multitude of quests available. Since fortune favors the prepared, the following tips should get you started in grand fashion.
Visit the Guardian Stones Early and Often
You encounter the Guardian Stones shortly after you escape Helgen, and you need to make sure you don't miss it. There are three stones (The Mage Stone, The Thief Stone, and The Warrior Stone), each granting a 20% reduction in the time it takes to level up skills associated with that class. You can work on all your skills simply by fast-traveling from Whiterun to the Guardian Stones and back to switch from Warrior Stone (because you were smithing some gold rings) to the Mage Stone (because you want to enchant those rings). Or, if a quest calls for stealth, it's equally simple to tap the Thief Stone so that set of skills gets a speed-boost in leveling up.
Level One One-Shot Kills
There's a Bound Bow tome in Fort Amol, and the only thing standing between the Dragonborn and pure sniping satisfaction are a few novice spellcasters (that is, if you're at level one; they level up as you do, so be warned). Fort Amol is about two-thirds of the way on the Whiterun-to-Ivarstead road that runs clockwise around the Throat of the World. Even if you're not planning to be an archery-centric player, the daedric bow summoned up is one of the most powerful bows in the game (you also get 100 summoned daedric arrows (damage: 24)), so it is certainly worth picking up.
As you enter the interior of Fort Amol Prison from Fort Amol's exterior courtyard, immediately ahead of you is a spellcaster sitting at a desk; dispose of him as quietly as you can, because there's another spellcaster in a nearby room who is standing by to rush to your victim's aid. Once you've dealt with the immediate danger(s), look to the right of the righthand bookcase behind the desk. See that bucket with the lantern in it? Under that lantern is the Bound Bow tome.
One last thing: The Bound Bow spell (Conjuration school) is very expensive to cast (probably beyond a level one Dragonborn's magicka; you can remedy this with the repeated use of a soul trap spell on the body of every enemy you kill; this quickly improves your conjuration skill and reduces the amount of magicka you must expend on any particular Conjuration spell). It helps to be Altmer (+50 magicka racial bonus). Oh, and you did remember to pick up that novice hood (+30 to your magicka) during your escape from Helgen, right?
Acquire the Transmute Spell
Transmute Mineral Ore is an Alteration Spell that allows you to convert iron ore into silver ore, and silver ore into gold ore. This spell is available to you right away. Just visit Halted Stream Camp, which is north by northwest of Whiterun: In the mine there is a Transmute spell book. Now, it's protected by bandits, but if you can lure some of them out of the camp (galloping a stolen horse in and right back out again, for example), you can pick them off one by one. Also, you can then crouch behind some rocks up the hill from the camp entrance while the remaining bandits search for you inside. They remain alerted, but can't seem to find you... and your sneak skill improves quite rapidly.
Hidden Invisible Chest In Dawnstar
Use the carriage service at the Whiterun Stables to travel to Dawnstar, a small mining village far to the northwest. Go to the entrance of the Iron-Breaker Mine behind the residence of the Jarl (The White Hall). To the left of the entrance are three rocks and some bushes. Go close to those rocks and slowly move your cursor over them until you see an "Open Chest" prompt. The chest belongs to Ahkari, and contains several level-dependent enchanted weapons, a number of jewels, many potions and other assorted items, as well as a large amount of gold. Ahkari is a khajiit trader and can often be found camped outside Dawnstar or one of the other cities. You can refresh the contents of the chest by waiting 48 hours and then asking Ahkari what she has for sale.
The Complete Horse Thief
One of the challenges of Skyrim is waypoints--location markers on your map that you can later fast-travel to. Walking long distances to get to an out-of-the-way cave is tiring and dangerous... unless you have a horse. Horses are faster than you, sturdier than you, and best of all, they can climb rocky mountains better than you. Trying to get to that dragon lair high atop that craggy peak? A horse can usually get you there. Early on, you can steal a horse from the Whiterun Stables quite easily. There's one in a stall, and there's an empty stall next to him. Even with the poor sneak skills you have at the beginning, you can open the gate to the empty stall, sneak around behind the horse, wait until your sneak-eye says "hidden", and then hop on and ride off into the sunset!
Bear in mind that if you dismount your stolen horse, it will immediately head back to the stable (at a walk, so you can run and catch him). Also bear in mind that any time you remount your stolen horse where someone can see you (such as when in a city), you are stealing that horse again, and you will get a bounty. With those caveats in mind, however, it's very easy to explore the whole of Skyrim from atop your not-so-trustworthy steed, discovering waypoints by the dozen, and outrunning beasts and monsters with stylish grace.
Sneak Sneak Sneak
A high sneak, especially when a low level character makes life much easier. Sneak whenever possible when traveling. Not only does it build Sneak, watching for the eye opening gives an alert that possible hostiles have spotted you. A high sneak makes many otherwise difficult Thieves Guild and Dark Brotherhood missions a snap. (It is sometimes better to leave Followers behind).
Other Ways to improve your Sneak
- The tried-and-true rubberband method (Xbox), wherein you sneak behind a bartender in any of the taverns in Skyrim, rubberband your controller to walk your character into a wall behind the bartender, then go shopping or watch a movie while your character racks up the sneak levels. This can take a couple of hours.
- The bear in the cave you encounter during your escape from Helgen is a great way to improve Sneak. Same rubberband method applies here (see above). Just don't get cute and try sneaking up to the bear; anywhere in the same area is sufficient.
- The Greybeards in the mountain High Hrothgar which you will encounter shortly after beginning is also a great way to improve Sneak. In this case the old men there won't die, won't get mad and attack you if you keep your attack frequency not too high. Just sneak to there back till it says "hidden", then attack. This will at the meantime improve your combat skill depends on what weapon you will be using.
Check out races first
Make sure that before you even choose an race randomly or just by the appearance, you have checked out the distinguishment of different races and imagine which one/ones do you want most. Even though Skyrim is not a game that locks you in the choice, you will still find it a lot better to make the right choice at beginning. For example if you prefer tank/melee warrior in game, you probably would consider Breton, since their ability Resist Magic 25% would be really helpful. Having chosen the race, you could use console commands to change it as you want; however, all the skills will be set to default, which means all your effort on those will be wasted. So it's smart to consider it first to get a little benefit.
Steal Steal Steal
Note that even things shown as red "Steal" could still be stolen without causing any attention of guards or bounty. Just make sure you are hidden, take things away and you will be fine. Knowing this at the beginning will help a lot when it comes to the stage of crazy collecting for Alchemy or Blacksmithing, also do steal those cheese wheels because they will do the job as health potions in combat.