Also don’t forget to save over old saves that are now useless. Another great time to save is right before a master or expert lock, that way if you lose all lock picks or most of them you can reload and try again. Also, enemies will drop different loot to what you may have picked up previously when retracing from a saved checkpoint. If the player does indeed die then they are then able to use their knowledge of what is ahead to plan and strategize, and something good can come out of it! And there is always the added bonus of not having to retrace your steps. For example if the player knows a dragon priest fight approaches then they are able to save before the fight. Most importantly, save before major encounters. Plenty of times one makes it to the final boss of the dungeon to only get killed and have to start over from the moment the player entered that specific part of the dungeon.
The dangers of Skyrim are plentiful and therefore the most valuable tip would be to save often. For more specific tips on leveling a skill quickly, please go to that respective skills section.