User blog comment:G0LD3NF1RE/Skyrim Will Have Infinite Quests/@comment-3428817-20111114110657/@comment-2081141-20111114235226

Basically, progress through the main storyline until you defeat the dragon at the Western Watchtower in Whiterun Hold. Once you return to Jarl Baalgruf, he promotes you to Thane (think warrior-noble), and you get your first follower. You can trade items with Lydia and make her carry the heavy stuff (for example, the odd dragon bone that somehow seems to come into my possession from time to time :P), while you go around lopping off heads. Hope this helps, message me if you need more advice.