Make use of the shrines first of all. Sneak is one of the easiest skills to level, especially if you like a stealth playstyle. You'll hit 100 long before any other skill. While sneaking, kill people from behind with a one handed weapon. I like to use daggers, as they are totally silent, but you can use what you want. You gain more 1H exp when sneaking and killing.
Magic, particularly destruction, is one of the hardest to level unless you are very dedicated to doing so. As with any other skill that's rather difficult to level, make good use of the trainers. You can be trained for 5 skill levels each character level, but you will have to grind it out for the last few. This will help a lot. There are also skill books to help as well, but save them for higher levels. Keep a follower and have them pick up the book because if you pick up the book, you will automatically read it. You can transfer it to your character without reading it and shelve it somewhere for later reading. Get a list from one of the Syrim wikis.
There is no particular level you need to be at to kill dragons. Usually while playing, you will notice fighting monsters becomes significantly easier. The game can be a little tough at first, but as you raise your skill levels and find better gear, you'll notice the length of time before you die is extended greatly. This is about the right time. For skills, focus on your primary skills and do not try to be a jack of all trades. Work on secondary skills later. As for gear, you don't need top level gear, but smithing your stuff will help quite a bit.
There are some other tips & tricks that take advantage of game mechanics, but I won't spoil it for you. You can level up rather quickly early on. The game is long enough that if you do the quests and explore everything, you'll end up at level 70-80 faster than you think while still enjoying the game regardless if you have maxed skills.