I'll focus on stealth first, and killing whatever I can kill at low level. I'm also working on my character's role playing. Here's what I have so far...
I am Madari, a female Khajiit of the Nightblade class, born under the sign of the Lady during the dark of both moons. I use a bow as my primary weapon, but will train later with dual wielded daggers, if I can find any worth wielding. I prefer medium armor of the highest quality to keep my fur from getting ruffled during fights. I mostly hunt solo, trying to find a way to kill monsters by myself. There are rumors that I belong to the Dark Brotherhood, but I assure you that nothing could be further from the truth. If someday there is a rumor that I also belong to the Thieves' Guild, then that one will be false, too.
My name is a Khajiit name. It means "clever child," in your tongue. My parents were part of a Khajiit trade caravan that regularly traded between Hammerfell and Elsweyr. One one of its travels, we were attacked by bandits, and my parents were killed. One of the bandits, a Khajiit, hid me from the others. He returned for me later and carried me back to where he was living with friends of his, and from them I learned much that I would need to know to survive and prosper.
[I have a handy lie about my upbringing, in case anybody gets too nosy about my affiliations. Khajiit pull your leg, ho ho.]
Where did I grow up? Why, I was a sybil of Dibella in Stros M'Kai. I didn't like the kinds of things they would make me do in the temple. You know how boring it can be when you spend all day on your knees—praying and such. Anyway, I didn't like it there, so I left.
[Addition to lie.]
Well, actually I did not leave voluntarily. The priestesses there thought that it was inappropriate for a sybil to have sharp teeth and claws such as I have. There were some... incidents. To make a long story short, they kicked me out.
[To answer suggestive speculation.]
Did anybody ever tell you that you have a dirty mind? No, I was talking about claw marks accidentally left on the furniture. I was a young Khajiit back then, and I did not know any better. I also tried to cover up a mess on the carpet, and once I mistook the baptismal pool for a bath and left the water soapy. With the high priestess's favorite charmed necklace at the bottom of the water. Each of my mistakes, innocent though it was, annoyed the Dibellans, and eventually they lost patience with me and decided that I wasn't their sybil after all.