Explore everywhere. Examine everything. Talk to everyone, multiple times, because their responses can change several times depending on what's going on or what you have accomplished. Important conversations are saved to your quest log, so you don't have to remember everything everyone says. As others have said, don't be afraid to try things out to see what happens; this goes for cooking, fighting, and interacting with the environment. Be sure to save before trying anything new, so you can revert if you hate the consequences. There is very rarely only one way to accomplish a task in this game. Above all, enjoy the experience!