I have played skyrim for months now. i have made about 5 characters. but the most fun one i have ever played has to be the battlemage.
when i say battlemage i mean a guy with heavy armor who shoots firebals at you until he runs out of mana and then just rams a sword through your face.
so you start off as always riding to Helgen. Its time to choose your race. I chose for the Breton, but the Dark Elf may be better since they get the +10 destruction. but really, you can choose whatever race you want since you can just level everything up, so just make a armored firery cat if you want. so you run through helgen while alduin burns everything to the ground and you have to choose sides. go with Ralof and you'll get a heavy armor pretty early in the game (pretty early=after your first kill) go with hadvar and his uncle Alvor will let you use his forge and you can also get those shiney ingots on the ground under the worktable without Alvor reforging your face.
I would recommend leveling smithing and enchanting aswell. this is only optional, but if you want to get that daedric armor without having to be lvl 50 first you better learn smithing. enchanting is VERY recomended, heavy armor with good enchantments on it is very rare (as in, almost doesn't exist) if you want some good destruction enchantments you will have to level enchanting. if you want the best destruction armor in the game you have to be lvl100 in enchanting. the armor I'm talking about will let you cast spells WITHOUT mana (even master spells!!!). to do this you need to put fortify destruction enchantments on there (5 times 20% reduction or 4 times 25% reduction) so that you get a total of 100% reduction, with other words, destruction spells cost NOTHING. however this wil make the game incredibly easy, even on master.
battlemages are very powerful, but only after lvl 20. in the first 20 levels the game will be hard. you wil need a follower if you want to survive till lvl 20. choosing a ranged follower (caster or archer) would be best, because you don't have to wory about incinerating your friends. i would recomend faendal , since he is easy to get and you can get him very early in the game. also a good choice (takes longer to get though) is Illia , or one of the fellow students in the college of winterhold.
Anyway, back to what to do after riverwood . i would recomend going to the college of winterhold . just do it by carriage , or if you enjoy the sights go on foot or by horse . once there you'll get a little test from faralda (she wil be your best friend in the future (since she is a master in destruction magic)).
those are the basics of creating a battlemage, i will edit more later (maybe) but here are the basics. hope this is usefull and goodluck with your battlemage!