Starting..any advice/tips?

Hi guys! I got Skyrim for Christmas like many, but unlike them I havent really played it much. Ive been watching a lot of Modern Family and Its Always Sunny.

Anyways, I couldnt get into Oblivion, so Im just wondering if you guys have any general tips, advice, general knowledge that Im probably oblivious too (slight pun, anyone?)

Anything would help :D