New to skyrim

I just bought skyrim and I don't plan on modding it but I was wondering if I could have any advice whatsoever on what to do in this game because I tried playing morrowind once and I quit immediately because I just couldn't figure out what I was supposed to do and I would like some advice from the community before I start. (I got the xbox 360 platinum hits version of the game so I have no idea what to expect)