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][1].

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.


  [1]: https://gaming.stackexchange.com/questions/34615/how-do-enemies-and-monsters-level-up