I asked my self this same question a few months ago and what i came up with is my star character Ysmir Norok Se Kendovve.
Since Dovahkinn is a dragon soul inside a man or mer form i pretended my dragon soul was once a general for alduin himself and was left to die at the throat of the world. here is how i played the game and am still playing since this style takes so long.
Ysmir Norok Se Kendovve, Dragon of the North Fiercest of Warriors,
My back story was a farm hand who decided to join the Stormcloaks but on his first day was captured and sent to the chopping block. when alduin attacked i acted as if the imperials would kill me on sight and it was almost as if Alduin himself kept saving me and cleared a path to the keep but the quest is what you want to know so this is how.
I Joined the Compainions for all my training, once completed i did bounty missions until finally meeting the Jarl of Whiterun and being sent to Bleak Falls Barrow to get the dragon stone, once I killed the first dragon at the watch tower i went on to meet the Grey beards where i first learned my name as Ysmir. (You can chose any name just as Ysmir in front and use 3 dragon words to explain yourself)
I get the horn back, blew off Delphine and took it straight to the grey beards and did the Words of Power quests until dragon attacks became so common i couldnt stand on the sidelines anymore. I play as if the Thalmor are a much greater threat then they really are, so i must keep a very low profile, Delphine is the cause of this fear so when go to the Riften I am undercover and i made a deal with Brynjolf at the beginning to help him restore the theifs guild, once i finished this which takes the longest i got esbern and continued the main quest again, when sent to the college to get the elder scroll i did the same thing, when i finish this i will continue the main quest, remember you play this as any race with an class, I am a warrior and i was an archer in the theives guild and was a warrior in the college, talk to every one in town, I like to do small quest on my way to a main quests location, I map out a route and head out at first light, sleep 8 to 10 hours a night. hope this helps