There is a great opportunity when you start a new game to tran your Sneak skill to level 100 within 10 minutes. Hadvar will help you to do this. When the sneak tutorial starts lure him some devious and dark place and practice sneak attack on him. I mentioned before he is a nice guy and even he only knew you for a few minutes, it doesn't bother him. You can also practice some other skills too, but it's not efficient, so I don't recommend it: One-Handed, Two-Handed, Block, Destruction.
The fist few levels may be difficult, so after every hit stand up, go away from him, and sneak again. After a few levels it's not necessary any more. Because int this video I show you how can you train other skills, I tooks will earn level 100 Sneak within 22 minutes.
I mentioned in the Part 1, there is some danger to train your charater like this. In this case you will start this game at least level 18. It looks like much, but as you gain levels, the world is becoming more dangerous. And the levels of the character itself is not so helpful. More important is the gear, the spells and the spent perk ponts. You won't have these for a while, so if you start the game like this, I suggest follow my videos, to learn how to survive. If you already past this part, you can also use this methods on Greybeards in High Hrothgar, or on conjured creatures.
When you finished, you can leave this cave. Follow your friend to Riverwood. On the road you can collect herbs. The most important is the Blue Mountain Flower. It's not rare or valuable but later it will be very useful. When you reach the Guardian Stones, choose the Thief Stone. In Riverwood, you can found a store where you can sell your unnecessary items.
If you don't know what is unnecessary, I suggest sell every potion and food and every unwanted armor and weapon. I worth to keep the mage items and jewels. You can take items for free from the smith's house and workshop after a short conversation. In the next video I am going to show you how can you tran the Pickpocket skill to level 100 less than 20 minutes.