I play Skyrim the same way each time.
And I'm not talking about becoming a "sneaky archer". Yeah that's a fast way to get through stuff like the Dark Brotherhood quests and the Imperial/Stormcloak fights. But eventually you do have to go close quarters with things and you gotta splash one handed or magic.
I'll spool up a new character who is a non human once in a while. In Oblivion I almost always go Argonian so I can breath underwater and jump super high. But in Skyrim that doesn't matter as much, not in the way I play anyway. Even if I pick a different main faction I travel to the same places first and do the quests in a specific order.
A typical playthrough: (Spoilers ahead)
Mods always used: Posh Mudcrabs, Unread books glow, Really Useful Dragons
Start a fresh female character, usually Nord or Breton. If I know I want to try a magic-first playthrough I'll go High Elf. If I know I want to go 2h melee-first I'll go Orc.
Then I go through the tutorial area of Helgen. If you don't know what Really Useful Dragons is, it's a mod that swaps the dragon models with Thomas The Tank Engine characters. Why do this? First it was hilarious to see, but after a while I realized something "really useful" the dragons roar is also replaced with a train horn. You can ear this train horn MUCH easier than the default dragon roar and are able to hear them coming before the red dot appears and you have to actually fight them. Hence, I keep it.
At Helgen I side with the Stormcloaks about 90% of the time, especially if using a High Elf. Why? Well the Empire just tried to kill me for no reason, why on earth would I side with the Imperial Legion. So I follow my buddy Ralof to Riverwood. I kill those three wolves on the way over and grab one of the perks from the shrines outside of it. I've tried freeing the prisoner from those guards along the way but at lvl 1 I never have been successful. I think this is a typical thing to do as the game steers you to the town with the NPC. I've done runs where I go left instead and reach the skooma den but it's never turned out great.
After that it's a quick trip to Whiterun to get the first dungeon quest for the dragonstone. I complete that and do the first battle against the dragon at the tower so I can get my shout. I go back to Whiterun and chat up the Jarl and he gives me Lydia. This is all very standard I think in the way of a first playthrough but it's also a good base to get to a point where you can go wherever you want afterwards. I don't join the werewolf folks because they made fun of me when I "wasn't much help" with the giant outside of town because I typically don't get there in time. Whatever, the Companion questline is long and not worth the effort to me in general. Have fun with your cult.
So now with Lydia and some shouts and gold I go run down to Riverwood again to sell the gold claw. One would think a solid gold claw would give more than a few hundred gold but it's lvl 1 and I need the 5000g to get my house. At this point I'll take the carriage to Riften to start the Thieves guild quest line. I don't do any of the small jobs, only the main questline. I don't like Brynjolf, I wish I could side with Maven Blackbriar and take over the town as head of the Guild and use her mead conglomerate to wash my stolen gold. But, she doesn't like anyone and her kids are morons.
This is a point where I decide if I want to have the skeleton key or keep Mercer Frey as a third follower. In the questline Mercer Frey follows you to a dungeon where you are supposed to learn he is the bad guy ruining the guild. He will follow you, fight for you, and has a super strong magic sword for your level. You can also just.. not finish the dungeon and have him as a buddy along for the ride for a good chunk of the game. He gets annoying after a while and some quests will lose him if you start one where you have to go in solo, so be careful with that. But typically I want the skeleton key so I'll wrap that up.
Then I head over to the Dark Brotherhood with fancy Nightingale clothes and nice bow and sword. At this point in the game I probably already have killed one of their marks by accident so I have the "We know" letter ready and waiting for me to go to sleep so Astrid kidnaps me. If I wait long enough I can kill her and take her knife but the brotherhood quests are really good for discovering the map so I typically join up. The only downside is Cicero, I hate him. I know where he is on the road with his busted wheel, he won't die if you try to kill him first. It's lame. I hate him so much. I should be able to take the Mother to the guild cold and get invited to join.
Anyway, after all that I'll wander over to Windhelm to join Ulfric's Stormcloaks. Doing the guild and brotherhood quests make the battles for this easier and the locations faster to reach. Doing it early makes you have to run around a lot to reach stuff. If I choose the Imperials then I have to listen to Colonel Tigh talk about the Empire keeping the Thalmor out while they are literally wandering around in the snow. They do a great job of trying to kill innocent civilians while letting the Thalmor throw parties at their embassy. I'll reestablish Skyrims Targaryen throne and then we see how well the Thalmor do.
So once that is over the world kind of just ignores the war and you can go back to playing whatever. I'll go to Markarth and get bodied by dwarven mechs. I'll go kill pirates in the east. I'll go back to all the towns and do their little quests and collect housecarls. I really like to go back to Windhelm and do the murder mystery quest.
At this point I really love just wandering around and helping people or going full rampage and wiping out a skooma den or forsworn. I'll go collecting components and make potions. I'll collect all the houses. Just have fun. Most of the time I won't ever go do the actual dragonborn quests at all.
Going up the mountain takes a while, there is that frost troll of doom, it's a lot of manual traveling to get around to the stuff you need to go to. Then it gets wonky with the dragon priests and all that. Once a game becomes tedious and I die too many times I'll stop and start a new character.
For armor I'll usually just keep parts of the thieves guild stuff and whatever steel I manage to find. I don't like making armor and only once did I actually level it up. It's like crafting in other games where you spend all that time only to find better stuff in dungeons. I prefer to play around in alchemy rather than enchanting.
I typically always just end up marrying Lydia because she stays as a follower and I've not noticed a difference in skill/strength for followers other than the Mercer Frey glitch. Plus she will give you free food once a day and make money with her side hustle while you run around the map. I have the other housecarls watch any kids I adopt. All the kids running around look the same, they are all the same age, no infants or teens, everyone is 11 years old or over 25. I think Markarth has the fanciest house to live in but its all the way in Markarth and I never go there unless I have to. Getting around is a pain. Breezehome is right there when you walk in.
One of my favorite things to do at low level is collect a bunch of ingredients then eat one of each of them at once to learn their abilities instead of wasting them with failed potion attempts. You gain like 50 status effects for thirty seconds or so and its funny. My favorite person to sell to is the high elf in Windhelm, her name is Niranye and she can fence stolen stuff too.
There is another mod I like to add once in a while that gives me a fun follower. Based on this Lafave Bros Oblivion video you can have a follower that has all the voice clips from the video so when you enter a fight he will start yelling "then pay with your blood!" and "Stop! You have violated the law!" it's fun. That mod is called Have You Heard of The High Elves and it's a blast.
I like to run little mods like that to make the game more interesting. My old PC wasn't strong enough for the 4k ultra scenic type mods most use. Right now I use my Steamdeck to play so the mods only work from the community workshop. I'm glad they work though because the Stones of Barenziah can be a slog to find otherwise. I don't mind manually doing things once in a while but I don't have all day to play and if it makes the game fun then I'm all about it. Note, I do not enjoy SkyUI, I've tried it, it wasn't for me.