The game(kinda) scales with your level. The main story is actually kind of set up for a lower level character, it's meant for you to get better as you go through it so that you can handle the upcoming challenge. If you take the time to grind your level up beforehand to make it easier then guess what, most of the enemies have leveled also! Set your own pace, if you get out of whiterun at level 4 then that's great! If you finished up at level 46? Awesome! The major enemies have leveled with you, so that it's not boring.
Simply play the game, at your own pace. If you get to a part that is too difficult, then walk away, do side quests, grind skills, whatever you want! Then come back in a few levels. The Main storyline flows fairly smoothly no matter what level you are, and don't worry about Alduin, by the time you get there, you'll be ready.