My PC NA main is a 2-Handed melee Heavy-armored Breton pet StamSorc (whew, that's a mouthful), and I think he's a fairly decent Tank. I should stress that I don't follow any build guides, don't pay attention to min-maxing, BIS, or META, and primarily play the game solo and stick to Normal dungeons, so I don't claim that he's a good Tank by anyone else's group or Veteran criteria.

My suggestion would be to build your character however you wish, because for the most part you can respec at shrines later if you feel the need to. And if you're worried about choices that can't be changed later by respeccing, consider using the PTS to create a max level character using those specific permanent choices to see whether you think it performs to your liking.

I've played both ways-- or am trying to.

On PC NA my main quested all over the map willy-nilly, which was great fun even though I was doing quests out of order.

On PC EU my main has mostly been questing in "proper" order, aside from doing enough newer content to unlock things like Jewelry crafting and the ability to do certain daily quests which require getting to a certain point in a zone's storyline. He is currently questing in the final zone of Cadwell's Gold, having gone through the DC and AD storylines in order. Well, he's really doing other things most of the time, like fighting world bosses in various zones, or going to Cyrodiil and the Imperial City for dailies and occasional Alliance War fighting, and doing the quests in the last EP zone (The Rift) in a leisurely manner.

My take on this is that doing the quests in order will definitely help you make better sense of certain things story-wise, but it can be a long process and will definitely hold you back from enjoying and benefiting from newer content if you're really strict about sticking to "the correct order." On the other hand, doing a lot of the newer (post-base game) content "early" shouldn't cause you many problems and can be helpful in that you'll be able to unlock certain skill lines a lot sooner than if you were to wait until reaching the point where you allow yourself to visit certain DLC or chapter zones.

So my own advice would be to do the zone storylines in order as much as possible if you think it will enhance your enjoyment of the stories, but don't let it hold you back from exploring all over Tamriel (and beyond) or unlocking any skill lines that will be helpful, such as Jewelry, Psijic, Antiquities, etc. And if you want to use any Companions while you play, you'll need to get them early as well, rather than waiting until you've done everything else preceding Blackwood and/or High Isle.

I played through a lot of the main game with my main (a DW Nord DK, who happens to be my primary tank now) as a damage dealer before I went into group content and creating alternate characters. I would not recommend playing through the overland parts of the game with anything but a DD as it would take forever for a tank or healer to kill mobs. I'll second what @sarbonn said with the skill points and skyshards. One thing to understand, some zones are easier than others, with the original zones being the easiest and most full of skill points.

The other bonus to taking your main pretty far into the game before creating alternates is that all new characters will jump up to the CP level of you highest character once they hit Level 50. You will start at Level 1 on all of them, but they will also start with all the CP of your highest character. So while you have to level up a new character, its not a complete rebuild.