If you're having trouble sticking with a certain character type, then you probably just don't like that play style and should look into a new type. There's no point if you're not having fun. Try to think of something that's completely different from the way you'd play the game if you weren't role playing.

For example, I almost always play the game as a stealth archer that switches to a battlemage (spell in left hand, sword in right hand) in open combat, and I always wear light armor. In my case, a good character type for me would be one that avoids that, such as a heavily armored knight that relies on 2h weapons or shields with 1h weapons.

So think about what character build you naturally want to play as, then make a character that's as different from that as possible. Write a back story for your character and plan out their goals and motivations, then stick to them. A good starting point would be looking at different factions in the lore and making a character that fits into them.

Maybe you're a paladin that was once a Vigilant of Stendarr and now you're out adventuring to rid the world of evil beings like Daedra and vampires. Maybe you're a greedy, wealthy merchant that makes others fight for you as you sneak around and loot the place. Maybe you're a respected adventurer that appears fine on the outside but you have a weird obsession with lavender and you steal it to take it back home and stockpile it so you can swim in it.

It could be something generic and overdone like being an assassin or it could be something oddly specific like collecting a certain type of item (that your character does Akatosh-knows-what with). Just think of something unique and interesting for your character that makes them fun to play. Ideally you'll want it to be some sort of goal your character can accomplish in the game, such as needing to drink a bottle of skooma 2-3 times a day if you're role playing as an addict. Whatever it is, just make sure it's something that entertains you.

Oh and if you're on the PC version, mods help immensely with character building. If you can, look into getting mods that help your role play (such as a mod that lets you get drunk if you're playing as a drunkard).