Most of my early attempts to play Morrowind began with me robbing the great house vaults in Vivec *blind*. It took care of gear issues and money issues, and training for it usually got your sneak up pretty high. Just make sure you plan the heist out all the way (i.e. Have a mark set in front of either Creeper or the Mudcrab merchant and a recall spell ready) and prepared to be weighed down. House vaults have lots of stuff.
For less specific advice, the best thing to consider first is what sort of character you'll want to be, and figure out a few stats to boost in order to achieve that. Boosting one stat to 100 isn't all that hard. For instance, if you want to be the thief type, get sneak up to 100 pronto. If you're more for weapons, pick your weapon type (I liked longblade) and boost that. Spells, as others have observed, are a bit difficult. The biggest reason being that mana (called magicka or something but whatever, it's mana) doesn't regen unless you sleep or take a potion. I used to make several sets of rings which I would carry that would have various effects (shock ring, fire ring, poision ring, etc) and switch to that when needed. Also, if you go the enchanted items route, you don't need to wait for your guy to do the animation with his hands, the spell just goes off.
A note on levelling. This is important.
You level up every time you advance a *primary* skill ten times. (I'm fudging the terminology here, it's been years, but stay with me). You can advance the secondary and minor skills as much as you want without a level up. Each skill has an associated "stat" that governs it (i.e. Sneak, I believe, is governed by Dexterity). Whenever you level up, you'll have the option to raise stats, and you'll notice that certain stats will have a modifier on them (x2, x3, etc). Obviously, you want to raise important stats quickly.
All that is a jumble of facts, here's me trying to tie it together in layman's terms.
Let's say, for example, that Sneak is a major skill for your character. Let's say Longblade is a minor skill. Let's also say that Sneak is governed by Dexterity and Longblade by Strength. I can't remember if they actually are.
If you increase Sneak by ten levels but do nothing else, you'll have a x5 modifier to Dexterity when you level up, but nothing else modified at all. If, however, you increase Long Blade by ten first, then raise Sneak by ten as well, you'll have a x5 modifier for both strength and dexterity. Combining this knowledge with the fact that Balmora has trainers in all the guilds that can raise your skills for a fee, this can be a good way to boost the stats you need boosted.
As a final word, it's hard to really fuck up in Morrowind. Sure, it's possible to make your character so powerful that he's unfair, and most people usually do the first time, but unless you kill a vital NPC (and the game will warn you if you do) you can usually fix most problems you'll run across. Hell, even if you do kill most of the vital NPCs there's usually still a way to win the game. But I don't recommend it.
- J
