To begin te should choose the orc race although it's your choice but the orc is probably the best warrior race to begin with. Because they get a +10 Heavy Armor, +5 Enchanting, Smithing, Block, Two-Handed, One-Handed
Berserker Rage : te take half damage and do double damage for 60 seconds.
As te can see they are exceptional warriors. When te leave Helgen which if te have not played it is the first place te start at after te leave travel down the road and your going to want to get the warrior stone. Which te learn all combat skills 20% faster.
This is very important to get because ounce te get it and do the entire main story line te should have your warrior to level 12 but it all depends on your diffulculity i prefer to put your diffulculity on adept but its te decision. Once te choose your standing stone te probably want to clear out the mine right behind it te will find più oro and loot. once te clear it riverwood will be right in front of it. Go there and head to the general good's store and sell any thing te do not need and then te are ready to slay enemies and do the main story line.