Apprentice', your computer will need a huge graphic card for Skyrim, and if it freezes with Oblivion... I think it's because there's note enough memory. Oblivion in not bad too, even if it's older than Skyrim. I never played it, but wth some videos, I like !
Yes, Skyrim is the biggest part of Tamriel I think, so yes, that's huge !
Well, follow the main quest which is symbolized with dragons (you'll understand why after, and there's a rapport with the black dragon at the beginning of the game), and explore, level up quite quickly after the quest called "the Horn of Jurgen Windcaller", because if you're level 10/11, that will be quite hot !
When you will finished all the main quests, you can start the guild's one or the war (represented with the logos of Imperials and Stormcloacks). ^^
I don't know which kind of character you'll create, but Khajiits (very good at sneaking) and Argonians can become good thieves (or assassins), High Elves and Bretons mages... And the Nords are good warriors, like the Companions (be careful, they use heavy armour !)