Huzzah, Second Era Tamriel!
Well, the real question is whether you want to just play as you want or you want to be really meta. Typically, you pick one of three roles: healer, tank, or DPS/damage. If you like sword and shield, that typically lends itself toward tank. I would be terrible at giving you tank advice, however. Dunmer aren't necessarily suited for very end game tanks (although, with enough experience, you can get any race to do any role for a majority of the content).
If you want to play as you want - do you. Dark Elves can do all right with stamina, and if you want to be a stam-sorc, that's doable. In that case, you want to lean toward medium armor. Hundings Rage is still a great craftable set for stamina. Arms of Relequen is also a pretty good stam set, if you don't mind running the Cloudrest trial (which is super fun). Dark Elves do have a dual wielding perk as a racial as well, so you can do double weapons and have fun! Bows are also helpful for stamina.
If you want to be real meta: Dunmer are more slated toward magicka, and as a sorc-vamp mix, you have a lot of magicka perks. If that's the case, you want light armor. There are a couple of good sets: Mother's Sorrow (found in Deshaan zone) is a solid set, and not too difficult to get, if you don't mind some farming (you get several pieces from the zone quests as well). Mantle of Siroria is another sought after set, also drops in Cloudrest. You can also craft the Julianos set. Divines is the trait you want in most cases. Light armor also gives you a useful shield in Harness Magicka, which helps out. If you decide to do magic, you want to run destruction staffs. Typically it's recommended to run infused flame staff; healers usually will back-bar a lightning staff, and a DPS double flame.
Oh, and get your weapons to gold status when you can, because that will impact your damage hitting.
Honestly, in the beginning I recommend just playing what you like and finding your style. You can always go back and respec or what not if you decide you want to be meta. You can do a vast majority of the content out there doing a reasonable build without the super meta stuff. Have fun first and foremost.
I'm not sure if you play PC or console, but the UESP guild on PC-NA always has lots of advice, training sessions, etc. I recommend joining a guild to help out!
