New To Skyrim. Advice

A quick way to level up sneak is to sneak attack your tutorial guide over and over again.

Seriously. I've gotten to level 62 in Sneak before leaving the tutorial.

If you're going for a stealthy character, a quick way to level up your sneak is by going to the Graybeards, wait until one kneels down in front of a window and then just crouch and slash away behind them. They're invulnerable so you won't really do any damage,
but your stealth skill goes up at the same time. Make sure you don't attack them while detected though, otherwise they'll turn around and whoop your butt! xD

If he does the dark brotherhood in the beginning it'll mess up some side quests. I'd save the dark brotherhood until you complete all the NPC side quests. Some NPC will be killed from the brotherhood so you'll never be able to do those quests

Yes, I certainly did know that and have known for some time.

just go balls-deep and install it all. you'll be missing out if you don't.