if you guys are playing as nord warriors, i suggest working on your smithing skills right away... don't forget to break down the pelts you've collected from animals, and start creating leather armors at a forge... and if you've found some iron ore or ingots, make iron armor and weapons... the smithing tree is really important for the warrior class, and it doesn't hurt to carry a pickaxe with you on your journey to collect those ores...
most of your important skills will level as you explore caves and the wilderness, but smithing must be done back at camp...