I am an Argonian (yes, it sounds like a chemical element and not a fantasy race) but that does not define who I am in The Elder Scrolls V: Skyrim or how I behave in the game, although a number of players react to my rather distinctive looks.
I have no class and I feel fine about how the developers at Bethesda have handled the elimination of this particular role playing game trope, which allows me to try out a lot of fight styles and activities and see whether I am good at them with limited to no penalties.
I follow the Tower at the moment after I stopped at the massive stone sign which signals this astrological sign's presence in Skyrim and decided that unlocking any kind of lock at one is a great gift to have for a warrior who carries a limited number of lockpicks and always breaks them in Master locks.
I choose to pray to Talos, the former human king that has been so successful in life that he has managed to get a place among the gods of the world, but the main reason for this is not a love of religion but the fact that I am making a political statement by following this banished God (my real life persona is also a bit bothered that one can't be an atheist in Skyrim).
I could have chosen another race, from Breton to Khajit, I could choose another sign depending on my play style and the stones that I have found in the world, I could become the follower of another god and by doing so I would change the way I tackle the challenges of Skyrim and experience the game world.
There are not too many games out there, an even less open world ones, that offer this kind of freedom and I am glad that Bethesda made these design choices even if it means more time dedicated to Skyrim in the last few weeks than to sleep.