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