You may have seen me complain that I'm not happy with my character. Over these 2 weeks I've had the game, I've made more characters, and gotten them over level 5, than I can count. I do this with every Bethesda RPG: Morrowind, Oblivion, Fallout 3, New Vegas. I try out everything until I'm sure I truly love my character. Maybe I'm just picky, but if he doesn't feel right, he's getting deleted. Everything has to be perfect.
But I put 50 hours into an Imperial, he's level 30 now, and I don't want him anymore. When I play him, I'm just not having fun. Just something about him. So yup, made a new character. A Nord. Light armor, mace and shield, archery. The big difference this time though: I've completely stopped using fast-travel. I've got 8 hours into him and I'm enjoying the game now more than ever. When you fast-travel everywhere, you miss out on so much.
I just spent 20 minutes riding from Whiterun to Ivarstead, staying on the main road, following the signs, instead of my usual "Carriage to Riften then straight at it" method. On the way, a man marked "Fugitive" ran up to me, gave me enchanted iron gauntlets and said "Hide this, I'll be back for it, if you double-cross me, I'll kill you." I sold the gauntlets. I was amazed as I looked off a cliff and saw a dragon circling a mountain way off in the distance. Some random vampires tried to kill me so I bashed their heads in.
You may think I'm taking this all too seriously, that it's "just a video game" but I'm telling you, when you fast-travel, you're missing out on a lot that the land of Skyrim has to offer.