There's no steep learning curve, no. You have skills to improve by using them and increasing this skills gives you experience towards your next level. Each time you increase your level you can assign a perk in a skill area to specialise it and assign yourself a little more health, stamina or magicka (mana, for casting spells). The game itself will teach you the rest. Choose a type of character that appeals to you and play him through. If you want to have an orc wearing heavy armour, weilding a two handed weapon, crafting his own items, so be it. If you want a stealthy archer with poisoned blades, so be it. If you want to protect yourself with magic while summoning zombies and the like to fight for you - you got it - so be it 
