I have played Skyrim many times over and all my characters reached at least level 60 (one of them got 75 i think).
I always play on master difficulty. The main way i stayed alive with all characters was enchanting. You choose an attack skill (One Handed, Archery or Two Handed) then enchant four pieces (depending on what skill you use) with X% more damage. With four pieces, you gain a 160% damage increase with those weapons. I also tend to imbue the items with some form of elemental or magic resistance as well to stop getting smashed at higher levels by mages.
If you prefer to play as a mage, just enchant your gear with X% spell cost reduction. One of my characters used Alteration and Destruction. I had four pieces of gear each with 25% reduction costs for both schools of magic. I could repeatedly cast any Alteration (Dragonhide, Paralyze, Mass Paralyze etc.) and any Destruction spell for free. The Master destruction spells can be particularly nasty as they can be held down for a constant shit storm upon the enemy. Combine those with Mass Paralyze and the reckoning is at hand.
Armour can get you the maximum 85% damage reduction
Stones, perks and enchantments can get you the maximum 85% magic or elemental resistance
Never underestimate the value and power of your crafting skills. Alchemy can be great as you can get almost all magically effects from potions (Restore Health, Restore Stamina Invisibility, Paralyze etc.). Smithing is excellent as you can make your weapons and armour legendary for HUGE damage and defense increases. Enchanting is (in my opinion) essential. Play around with your own crafting and enchanting recipes and see what you come up with.
Another tip is if you like to play as a Vampire get the Restoration perk "Necromage" it makes all your enchantments stronger. Instead of 160% more damage it goes upwards of 200%.
Dont stress about being a high level, you really can become the most incredible force in all of Skyrim. You just need to know how and its really quite daunting not knowing where to look for info or how to make a supreme being.
There are some very helpful sites around and places like this that can help with your confusion. Always ask questions mate, you can only gain knowledge by asking or searching!
Hope this helps on your quests my friend!
Goodluck and just have fun man, dont stress about levels just get out there with some sweet gear and kick some arse!