Forgot how to enjoy Skyrim ?

[Zahas]

Sure, if that's how you want to play through Skyrim. It's a possible, albeit quite boring way to grind through the main quest. You can do pretty much whatever you want in any TES game as Zahas said - including sticking around in the second town you get to to level up before you head out on the main quest.

Also, why do NPCs always seem to get awesome power/finishing attacks on dragons? I've never been able to do them on my character, neither when I'm armed or unarmed. :(

I think it's that "cousin" that all guards are braggin about.