The Golden Claw quest might as well be a tutorial mission so it would be a good place to start. Then I would recommend following the story missions for a little bit as you will unlock the ability to perform shouts. After that you can pretty much explore as most quests you come across should be fine (though I have read it is best to be at least level 35 before starting the Dragonborn DLC). Also you may want to consider getting some sort of house early on, as you will accumulate lots of cool stuff you may not want to sell.
So you think starting that Golden Claw quest is good for 1st level? I know I have to go to Bleak Fall Barrows, which is a good distance up the mountain. I figured there might be some other things to do that are closer to Riverwoods before heading that far out.
As for the shouts, I’ve been told the only way to do that is to kill a
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