Sort of, if you join the dark brotherhood and when you get to the point of visiting the night mother, after that you get teleported back to the sanctuary, do the next dark brotherhood quest then go...
You can roleplay (pretend to be one) by using guard uniform and walking around with the person you want to guard.In the main quest you join a faction called "The Blades", they protect the emperor,...
You don't really 'beat' the game. You have options. Besides the numerous side-quests and optional missions, the 'main quest' is to return the Amulet of Kings to the heir of the emperor and stop the...