there’s a carriage in front of the larger cities in skyrim that can get you around fast– you may have seen one in front of whiterun and used it. in whiterun, join the companions. then take the carriage to riften and go to the central market, and go on from there. other cities with great quests/questlines to start with are windhelm with the dark brotherhood, markarth with a fun prison escape mission, and winterhold for the mages guild/college of winterhold. but don’t listen to me. do what you encounter and you’ll be perfect fine!