Now I'm about level 25 and my Wood Elf is constantly getting rocked in battle. I'm really really tired of reloading saves every time I see a god damn bear or some shit. Question how do you deal with this shit!? People, should I double up with mage perks? Should I just focus on bow work? Should i ditch the dual wield and grab a shield? What do I need to do to have fun and not die? Help me.

Once I hit level 25 I had 100 Sneak, and Shadow Warrior is your best friend. You can get away easily by just spamming crouch and running a bit each time, or actually get a sneak attack when you're detected by attacking JUST after you crouch.

Failing that, I did put some perks into Light Armor to increase my survivability. You do end up having to play keep-away with some of the enemies, but usually it's not much of an issue.

Get the bow perk that staggers things whenever you shoot them and tunnel them with arrows, and sneak attack more.
 
Enchanting is probably the best tree though, rings with +40% archery and one handed are insane. 
 
I can sympathise though, running with low armor there are some fights that you are going to get absolutely trucked. My mage is around 27 and there was a drauger ranger boss with some stupid paralyze shout that would one shot me from full hp with a single arrow, so I pretty much had to stagger him to death.

What do I need to do to have fun and not die? Help me.

Try a bow, it's a pretty good complement for a thief build.

stealth, bow, stagger, kite, i also put a put a few perks in resto and can heal while on the move quite well. If you're a stealth class you should avoid letting enemies attack you as much as possible, kinda goes with the territory.

Yo get some Alteration spells, +80 armor instantly.

I tackled this same class the Witcher way: plan ahead, keep moving, and use potions often (I specialize in alchemy).

If your dual wielding you have to use that dual power attack (Pull both triggers) it staggers almost everything every time and gives you an opening to get at least 2-3 regular hits in.

Don't ignore the armor tree, getting that light armor bonus is crucial.

Thank you everyone all are very good.

I just focus on Archery and Sneak, my Light Armor skill isn't even that high since dudes almost never get close enough to hit me. 
If you are dual-wielding, I guess you just have to increase your Armor and use the dual power attack, which I've heard can be pretty devastating.

@Ghost_Cat: How well is the Alchemy have yet to try. How do I learn potions, is it trial and error?

@Getz: I'm hip on the armor. I'm starting to lean toward barbarian because of the frustration.

@slacker4life: Might try restoration.

@LordXavierBritish: hmm wouldn't i need more Magic?

I've been dumping points into stamina and health. Dual wield, bow, armor, sneak, and a little smithing. Thats basically my character.

Smithy can give you a really large boost to your armour rating and damage and it's very easy to level. Just buy leather and iron from the blacksmith and craft iron daggers/leather bracers.

With 100 smithy, notched pickaxe and, a smithy necklace, ring, gloves and potion. I made a weapon with 72 damage go to 179 damage. I'm pretty much unstoppable now.

@DoubleKR: Oakflesh is a novice level spell that gives instant +40 armor. If you wanted to invest 2 skill points in the tree you could easily cast Stoneflesh for 60 armor.

Stonflesh is 160 Mana to cost normally but with the perk that reduces Apprentice level spells it brings it down to 80 Mana. You're still going to get rocked in close quaters if you aren't careful, but it will make you a lot more durable without having to invest in armor.

If you are wearing cloth there is a perk in the Alteration tree that doubles the spell's power if you aren't wearing armor.

@Vager: I know that I can make my weapons (Superior), but if I actually invest to say Elven or some perk like it can I get it the weapon higher? I'm really only doing it to add to my enchanted Armor and weapons.(ie. Dark Brotherhood stuff)

@DoubleKR: Ya, if you invest in the Elven perk, bonuses for upgrading Elven stuff will be significantly higher. Which is what I did the get that huge upgrade bonus.

I'm not sure what the dark bother hood armour gives you but the Thief Guild's final armour set is pretty good, especially the boots and gloves. Gloves give you 20% to one-hand and lock picking, boots greatly decreases the chance that enemies see you while sneaking.

@DoubleKR: Well think of it this way: if you use healing spells, you are using up game-world time AND real-world time. Going into your inventory and using potions gives you instant effects, but pauses the battle for you to better plan out your next attack. This way, you don't have to waste MP on healing, and use it for more offensive purposes (if you use offensive magic). I don't dable too much in that skill tree, but the more you create stuff, the more potent they become (but dumping points to raise effectiveness is good). You learn potions through recipe lists, trail and error, books, and your environment.

Thanks again guys, so much knowledge was just dropped. I can now continue my stealthy assassin lifestyle without fear of death. I'll continue with the smithing and start alchemy. anything else I should know?

@DoubleKR said:

Thanks again guys, so much knowledge was just dropped. I can now continue my stealthy assassin lifestyle without fear of death. I'll continue with the smithing and start alchemy. anything else I should know?

I know this a while after the fact but did all of this work out for you? I started the game as a Battle Mage, but recently started a Rogue build too and am having the exact same problems you had at the start. So I was just wondering if all of this worked out well for you! I really wanna continue my Rogue, but it is getting pretty frustrating at times!