I started the main story quest and next thing you know, I'm level 3 and I've already made my way up to the Throat of the World and doing dragon shout training or something. I was getting one hit by the Frozen Troll or something. I'm not sure what I was doing wrong. I have never played any of the other TES games. I might be leveling my character incorrectly or building him incorrectly, not sure. Is there a prefered way to do the quest or a specific order? Am I supposed to do all side quests in an area before going on the main quest? Are all the side quests in Riverwood (beginning area) low level?
I'm also not sure what to build my character as. I want to have Daedric Armor and weapons AND use magic but I also like the assassin's play style. If anyone can give me guides/builds on these two topics, it'd be great. If you guys need clarification on anything, just ask!