You may already know these things, but if not here goes:

GENERAL
- Food will be very useful as you are levelling, check out guildstores to buy food if you are unable to craft.
-If you plan to pvp in Cyrodiil , start upgrading the speed on your horse now. (Provided you have a horse in the first place. Imperial edition let's you buy a horse for 1 gold)
- You can buy more banks pace, more inventory space from a bag merchant. The cheapest option however, is to feed your horse daily to increase its carrying capacity. This will only go up one slot at a time, but is cheapest per 10 slots.
-Take the time to enjoy your first play through
- Don't forget to use/change mundus stone
- If you click "G" and then the "roster" tab: you can right click on a player and select "travel to player". This is free, and a handy way to discover locations in your faction's starting zones. ( You won't be able to travel to players in Cadwell's silver or gold until you have completed silver/gold yourself).
- Join a guild so that you can trade, group up with people and socialise.
- You can change (respec) both your attribute points (health/magicka/stamina) and your skill points morphs in a temple .These are called shrines of rededication.( I think usually in 2nd zone of faction). This will cost gold, based on what you are changing. You can change your champion points in any location, provided you have sufficient gold on you.

LEVELLING SKILLS
-Wear a combination of light/medium/heavy armour while levelling, in order to max those skill lines.
- Put skills on your bar that you wish to level, before turning a quest in
- Start the mages/ fighters guild quests as soon as possible so that you can level them up.
-Mages guild levels by reading Lorebooks, fighters guild by killing daedra/undead.
-Read bookshelves. Some books will level a skill up to the next level for you.

MONEY
- Easy sources of income- Fishing and stealing(both don't require lots of money or mats to start) When fishing you have a chance to obtain perfect roe (a gold item that sells for a few thousand on guildstore). Kill all critters you come across for bait. (Guts, insect parts,crawlers etc.)Pickpocketing/breaking lockboxes/general thievery will net you a few k a day, as well as level up your justice system skills

CRAFTING
- Deconstructing items made by other players gives great crafting XP.
- From a crafting perspective, if you want to do all crafts and still have an effective character, you may wish to spread your crafts across characters. The crafter that does clothing,woodworking, blacksmithing will need to travel to special crafting stations in varying levels of zones.( Therefore, you will need to be able to kill the mobs in that zone , or get someone to escorts you)
-If you plan on crafting, start researching weapon and armour traits now( it can take months of RL time to research all traits)
- If you plan on enchanting, start levelling this asap. This is the craft that takes the longest to level. Provisioning is the quickest, and can be levelled up in days (if you need to farm mats)or less time if you don't.

USEFUL ADDONS (if on pc. All found on ESOUI website. You can have a look to see if they would be of use to you.)
Awesome guildstore
Master Merchant
Loot drop
FTC/LUI
Bank manager
Research assistant
Lorebooks
Skyshards
Votans fish fillet

I'll add more as I think of them

I wish I had started with
1. developing the provisioner skill
2. Stealing (look at the advantages, fast lock pick, less stam for stealth)
3. A better knowledge of how to play (hindsight is Wonderful)
4. Feed your horse. Every day.
5. Writs.
6. Join every npc guild, mage, fighters and Undaunted, and GO to Cyrodiil as soon as you can (lvl 10??) two easy skill points in that.

Thank you all for the reply's so far.

Each reply is quite insightful and give me a lot to read up on. Hopefully the information provided by you all will also help other new players who come across the thread.

Much appreciation to you all for taking the time to share your experiences.

If you're going to craft, get your research started asap and prioritize the more important traits to do first.
Training, Exploration, Sturdy, Well Fitted can wait.

One last thing, if you find that the mobs that you're up against are a level or two above you, go back - you've missed content.

It DOES make a difference over many levels. Don't rush the story or be tempted to avoid aggro. Kill everything on the way in and everything on the way out.

Sure, you don't get much XP per single mob but they do add up to tens of thousands.

It's especially important when you start levelling a veteran.

There are so many people complaining on the forums about having to grind the last veteran levels to Vr16.
They will all swear they didn't miss anything.

However, if you explore everywhere and do every little quest, you'll be Vr 14 + by the time you hit the Vr10-14 Craglorn area.