Many RPG's can be overwhelming due to the sheer size behind them. I've found that if you talk to the various NPC's and ignore no details, direction quickly begins to form and you can start testing the water.

How do you avoid becoming overwhelmed by large games such as Skyrim?

I don't really get overwhelmed in games like Skyrim and stuff, I like being a big places and areas. It's cool!

In Skyrim, I guess I was overwhelmed by the massive world. The way I dealt with this was by taking things slowly and doing side quests and stuff, fully exploring the world. This way, I had heaps more fun.

Take things slow and make sure that you dont rush through the game, take time out to just explore make notes if you have to, i've got a notepad for big games like skyrim where i've been and done research.