As Christopher Ecclestone once said to Billie Piper, lots of planets have a North. North means tough, straight-talking men and inhospitable terrain. North means tradition, old gods, and a dislike of fancy speaking. North means conflict with the South. And in The Elder Scroll's continent of Tamriel, North means Skyrim. And dragons. Dragons like the one that's just interrupted your execution.
There's no complicated character set-up here - Skyrim's slick skill system renders that process redundant. Each race has predispositions - from the sneaky cat Khajiit to the magically-inclined High Elves, to the stoic, melee Nord. While it makes sense to choose the race with the predispositions that most match your own, don't worry too much about it. The chances that come later can easily outweigh your initial bonuses.
Then, it's on with the plot. Or rather, the plots. Skyrim's a game that's difficult to spoil, because anything I say here will only be a tiny cross-section of the game's massive offering. But it's always a sensitive area, so I'll avoid specifics. Aside from dealing with the dragons - creatures who're tough, but being part of the main plot, not insurmountable - you'll have the civil unrest that's being fomented against the Imperials by Ulfric Stormcloak. You'll have warring families to deal with, rogue necromancers to despatch. And there's a girl in Whiterun who wants to play tag, if you think you're man enough for the task. On top of everything else, you'll have the guilds to join and master.
The College of Winterhold is the equivalent of the mage's guild, where you can improve in the five arcane branches of magic. The Companions in Whiterun are fondly regarded by the locals, but they also have an interesting secret. Turning up at Riften will bring you to the attention of the Thieves' Guild, and if you walk into Windhelm looking to join Ulfric Stormcloak in the rebellon, you might also overhear someone talking about the Dark Brotherhood.
Other towns have their own secrets. Falkreath is a miserable location with Skyrim's largest graveyard. Helgen, the location of your interrupted execution, has Skyrim's oldest tree just outside it, and a bloody tough hag camped outside, slinging fireballs around. Dawnstar is - my God, I've clocked 60 hours on this monster and I haven't been to Dawnstar yet. Mental note. Go there. Maybe after I've gone back to Whiterun to confront that woman who signed the contract on my life. And found that Redguard woman who the travelling warriors are so keen to find. Look, I'll get to Dawnstar eventually.
Killing your first dragon lets you know you're a Dragonborn. It's fairly obvious - the massive dude's soul zips out and flies into your face. These souls power Skyrim's unique feature: the shouts. They're easily forgotten, tucked away on the right bumper, but they're tied to no resource save their own cooldown, so they're extremely useful in a pinch. Unrelenting Force - shown in every demo - can be used to knock back enemies. It can also be used to bellow everything off a table in a tavern, if you want to be a needless dick. Other shouts include (but are not limited to) slowing time, breathing fire, calming storms, and fading away. Fade is more of an escape method than a stealth tool, for the simple enough reason that you have to yell like a giant lizard to activate it. In my experience, nothing puts a potential pickpocket victim on their guard like someone behind them bellowing in an ancient tongue.
Each race comes with a few of the 18 skills pre-boosted, but for the most part, you'll improve them by using them. The lockpicking mini-game is simple, but extremely fair - if you're willing to snap a dozen lockpicks, even an apprentice thief can crack a master lock. Sneaking is easy to ignore at first. Even with my Khajiit's natural talents, it's not a viable tactic until you've boosted your skill level and selected a few perks. The first perk on every skill tree is a virtual essential to using it - halving the magicka or stamina cost, substantial boosts to success rate, and so on.