Leveling in Skyrim is a bit more complex than just "If I'm level 5, all enemies are level 5". See How Do enemies and monster level up.
In short, even if you are level 5, some dungeon can still be at level 40. The only way you could beat them is to be a higher level yourself.
Also, some quest, like Mehrunes Dagon's quest,only start when you reach a certain level. By staying at a low level, you won't be able to do them.
