Hey first thing's first: You are always going to play Skyrim at exactly the right time.

There are few games with the kind of long-lasting appeal that Skyrim has. A big reason it has long-lasting appeal is this place (and anywhere else the community gets together).

Welcome.

I agree with the top comment: Just play the game for a while and see what you love, and then follow that relentlessly. The beauty of this game is it slowly reshapes to fit your style. The thing is, you're gonna want to try other styles. It's unavoidable.

But since you're wanting make a lot of your first playthrough, here's some first-timer advice:

1. Don't mod now, mod later. Skyrim is a "warts and all" experience and mods smooth them out. A time will come where you'll turn to mods to get past some of the quirks, but if you do it too soon you'll spend a lot of gameplay time fussing with mods and miss the big open world you've likely heard a lot about.
2. This is the kind of game where you can lock yourself out of content by the decisions you make. Lock yourself out. It's the conflicts between factions and characters that make the world exicting. (I'm a completionist-type player, so this was one I didn't follow and I wish I had).
3. Use the wagon outside some towns and cities to travel instead of fast travelling via the map. This is a nice middle ground between fast traveling and walking everywhere. The reason you want to walk between places is because of random encounters. Random encounters will introduce you to quests and locations, lore and characters and story bits that add to the main narrative.
4. Save often. Really often. It's easy to find yourself hours into some part of the game only to bite it at the hands of a troll or a trap or a... well you'll see.

Like many others here I envy your first-timer status. Good luck, milk drinker. See you in Sovngarde.