I have been taking my sweet time and I am at 120 hours played, and just finished the main quest yesterday because I was worried it would screw things up to do it, but it turns out to not really matter so go ahead and feel free to do most quests in whatever order you want.
Also even at 120 hours played my map is not even close to fully explored, because I have mostly been doing quests. If you want to avoid dying stay away from high elevations on mountains for both avoiding falling and dying to strong enemies, it gets easier later on.
For skills, it depends on what you like...I like alchemy and crafting, if you are OCD type it can be fun to collect and craft, of the two Alchemy is eventually able to make you so much money it is pretty ridiculous, and Smithing plus Enchanting is the best way to get nearly any type of armor or weapon you want. However like I said, some people like to skill up magic and some of the higher perks there seem to be awesome like conjuring two things at once.
