When you're choosing sides at the Helgen door, follow the Imperial guy.

Then when you're inside he will say grab some gear, but don't get it and instead just grab a sword and beat his tail!

Just make sure that when he starts wobbling you stop hitting him. Then when he's OK again hit him once and his health goes back to full.

Repeat this process and you can make it to level 10 before you leave Helgen!