They should of course be the same as the skills you plan increasing on your own, because it will make the start of the game less difficult and you'll also have an easier job to max out (100 points) all the skills which are crucial to your character. The best course of action is to choose the race based solely on the skills it's focused on. Don't expect nothing beyond getting a discount from a vendor, hearing a different conversation from an NPC character or being able to complete a side quest in a slightly new way. The race you've chosen may also influence some of the gameplay, however the differences in this case are minor and usually very symbolic. I recommend that you scroll down to find out the differences between members of different races, because each race has different starting skills and abilities (including one unique ability per race). The most important choice by far is the race of the main character.
During this prologue you'll come to a point where Hadvar will ask you to reveal your identity (screen above) and this is when you'll have to make your first decisions. You don't have to create your character the second you choose the 'new game' option from the main menu, because it occurs after a short and interactive introductionary sequence, showing the main character arriving in Helgen among other captured prisoners.
