To begin u 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 : u take half damage and do double damage for 60 seconds.
As u can see they are exceptional warriors. When u leave Helgen which if u have not played it is the first place u start at after u leave travel down the road and your going to want to get the warrior stone. Which u learn all combat skills 20% faster.
This is very important to get because ounce u get it and do the entire main story line u should have your warrior to level 12 but it all depends on your diffulculity i prefer to put your diffulculity on adept but its u decision. Once u choose your standing stone u probably want to clear out the mine right behind it u will find meer goud and loot. once u clear it riverwood will be right in front of it. Go there and head to the general good's store and sell any thing u do not need and then u are ready to slay enemies and do the main story line.