Among role players we often her about the idea of banning fast travel to enhance the role play experience. It's true that traveling from place to place on foot forces greater exploration and there are mods specifically designed to disable the fast travel features of the game. Even so, I would submit that simply disabling fast travel does not a role play make.
I have always thought that good Skyrim role play was about "State of Mind" rather than play rules. By themselves, fast travel bans are nothing more than slowing your progress from place to place. This may force you to stop and smell the roses more often but that alone does little to enhance role play.
I have also heard many arguments for not using horses as the beasts may cause you to travel too quickly and bypass locations of interest along the way. In my view this idea is even more wrong headed than the fast travel ban. Disallowing horses is a device focused purely on "Experience" rather than role play. "I am not going to travel on a horse because I wish to experience as much Skyrim content as possible and I don't want to miss anything."
What we need to consider is not, "What would my character do?", but "How would my character do it?". To some extent we can look to our own lives for the answer to this question. When was the last time you went to the store or to school and while you were passing, jiggled the door knobs of every house along the way to "Explore" what was there? If you did do this and were caught would you imagine the police giving you a pass saying, "Oh, no big deal he/she is obviously an explorer!". Of course not! You would be branded a burglar and tossed in jail. Our characters are no different.
So what is a role player to do? There is much content that we miss if we do not go looking for it, but rather than blindly wandering the land the more compelling role play experience is to travel with "intent" and look for opportunities to expand your story and get off the beaten path in ways that make sense. Much like us, our characters have things to do. These can be great missions to rid the world of dragons or simple tasks such as a "Milk Run" to Markarth to deliver business documents. Whatever the motivator, our characters can behave as any reasonable person might, planning the trip, gathering supplies, mapping out other reasonable stops along the way, etc.
When we go off the program in our daily lives it is often because something unforeseen happens and we are forced to react. A flat tire, a call from a loved one, a friend who needs help, a missing ingredient for a dinner recipe...suddenly we are off script and doing something new. We can and should do the same thing in Skyrim and see how these deviations impact our stories.
Skyrim presents us with many ways by which we might be forced from our defined path to have enhanced experiences and find undiscovered places. Here are a few things to look for:
1. Attack! - You are attacked by bandits on your way to Markarth. Frightened, injured and alone, you are forced to look for a place to hide and recover your strength delaying your arrival by a day. Desperate, you crawl into a road-side cave that turns out to be a secret entrance into Fort Sungard. How will your character use this information in the future.
MODS: This can be done with the vanilla game
2. Gale! - You are caught in a blinding snow squall as you travel to Dawnstar. As the temperature drops you are forced to abandon the road in search of temporary shelter and come upon "Duskglow Crevice". Within you encounter a horrifying battle raging between the twisted Falmer and bandits who have also taken shelter from the storm. How do you survive? How could witnessing the slaughter of the bandits change you? What might you discover in the depths that could change your character?
MODS: Frostfall, Climates of Tamriel, Supreme Storms
3. Rescue! - You come upon a group of Khajiit merchants under attack by giants. Coming to their aid, together you defeat the giants and strike up a conversation with the caravan leader Ahkari learning more of their customs and native land of Elsweyr and decide to accompany them to Riften. Traveling with the caravan at a walking pace, what will you encounter along the way that might change the course of our life and outlook?
MODS: This can be done with the Vanilla game
There are many more options to consider either with or without mods. They key is to move and travel with purpose and see what the game presents you with. Understanding your character's personality and motivations helps you know how unfolding events will shape the future. I can guarantee, from experience, that the game will not disappoint you!
Look for further discussion of this topic in episode 7 of the Character Crusade Podcast!