Imperial is the best choice of character. What he lacks in magic he makes up with his warrior skills. His luck enables him to find gold in the most unusual places.
In the Helgen keep, in the beginning of the game, it is better to go and fight the storm-cloaks and beasts rather than watching Hadvar kill them. Saving labour won't get you anywhere. Hitting them with a weapon or using destructive spells against them increases level.
Instead of a double hand great sword or war axe, I personally prefer to fight with a sword. It is less heavy and easier to swing, though it cannot block. But we can always carry a shield if we want to. I do not carry a shield. I prefer using magika to heal myself. In the later part of the game, getting adapted to this style will help us capture souls while hitting them- we're gonna cast the Soul Trap spell with one hand and use the sword in the right hand to kill. Otherwise it might so happen that you are either killing him before casting the spell or getting killed by the time you take out your sword after casting the spell.
It is better not to be in a hurry to join any association like the companions. First go and check on all the in habitants of Whiterun, especially Valentina. A lot of men seem to be after this lady. Someone seems to be bothering her, and tis someone is none other than Mikael in the bannered mare. All you need to do is fight him with empty hands. Do not make the mistake of using magic or weapons for that would b considered criminal. And you would find the Whiterun guards kicking your butt. When you come and tell Valentina that the guy had been taken care of and she won't be bothered by him any further, she's gonna pay you well.
Now if you join the companions first, before getting to know the people of Whiterun, you might be asked to intimidate one of them which I feel is not a good incident to be made to happen. Imagine being asked to throw stones at your friendly neighbour. Then again this is your game. It's more interesting to an alternative way, which seems to be in abundance in Skyrim.
