Im level 13 at the moment. I done 11 oblivion gates, all the guilds, up to the shrine of dagon in the main quest and now im going round trying to do all the misc missions and daedric shrines. Its taking me forever to get to a high level. (only because i chose a bad character to start off with and stuck with it, its getting better now tho the first 3 levels were the longest).
Anyway um yeah it only gets harder as you lvl up because the monsters/creatures lvl too. You get harder enemies the higher your lvl. Just remember if your struggling to bump the difficulty down a little.