At the beginning of the game, when you first watch the death of captain Renault, go and grab the all of the light and heavy armor along with the shields.

Get all of the rats to follow you until you reach the door, when you first learn sneak. When you do this just put all light/heavy armor on with the shield, but do NOT use the shield for blocking! If you do, you will not be able to increase that skill and it will be difficult if you try.

This is also good for the block and restoration skill.

If you run out of health, then go to the door and either use the potions or wait until your health is up.

When you do this, make sure that you do not kill the rats! If you do, then you can go do this same with the goblins, that also includes not killing the goblins!.

I recommend that you make multiple saves so that way you don't make any mistakes.