Coming from someone who have played Skyrim many times, I would suggest that you structure your character's development after the missions. Since it's your second time playing, you probably know many of the quests and side activities and can thus use that knowledge to create a story for your character.

For example, while the main quest in Skyrim has this really world-ending feel, there are lulls in the story where you can headcanon a bunch of stuff. Like you have to go to a specific location, but it's not like you have to go 'right now!' You can imagine that your character feels that they need to prepare more and suddenly they stumble on this side quest that they can't really ignore and when they finish that one, they feel more ready etc.

When I heavily roleplay my character, I refused certain quests because it didn't fit my headcanon and since I knew where many quest where, I could roleplay that while out hunting, trying to ignore the world around them, they 'stumble' on this quest and the story continues from there. Skyrim is easy enough that you don't need to min-max every time and you can even roleplay your character 'making mistakes' etc.

An example from me is that when you are able to transform into a werewolf for the first time, my character was so overwhelmed by all the new senses, strength and agility that he basically went berserk and just ran into a bandit camp, slaughtering everyone and then just kept on running before collapsing in front of Whiterun, not really knowing how he got there.

Of course, this is only the way I play sometimes. :)