Morrowind is an odd game. It's very difficult to just enjoy the game straight off the store shelf. Theres a couple of things you gotta do to it first.
Follow these steps...
1. Make sure you have all patches for the game.
(& Not nessesary, but I HIGHLY reccomend getting the two expansions)
2. GET THE FOLLOWING MODS.
(The original textures/models/heads that that game uses are HORRIBLE. If you want to play this game, you ABSOLUTELY must get the following mods!)
Better Bodies:
http://www.rit.edu/~txo8933/mods.html
Better Heads (I forget the URL but I'll will post it later if I can find it)
3. Create a mod that makes Cliff Racers die in one hit. Just mess around with the toolset and you'll figure out how to do this.
4. Some people don't enjoy the fact that like in real life, if you want to walk from one side of the game world to the other, it could take hours. The 'walk' speed in this game is pretty much useless. You'll always use 'run'. So to save you the hassle, mod an item using the toolset to set your speed to something like 200. This speeds up things a lot.
Ah'.... I think that's about it, but you'll definitely want to use the Better Bodies and Better Heads mod!
In addition to that, the game really becomes easy after you build up a power char. I mean, something like a redguard warrior-type can pretty much hack his way through anything(Except Lord Vivec and maybe Dagoth Ur) in the game by level 18.
IF you played Daggerfall, you would note that upon character creation, the system they had in place would make you handicapped with penalties every time you chose to make yourself strong in something. For example, if you chose to make yourself immune to magic attacks, you end up with it being 3x harder to gain in levels. Unforunately with Morrowind, this system of power-and-penalty was dropped. You'll have to balance out your character on your own. I would reccomend bumping up the difficulty as nessesary, limiting what type of what weapons your character practices with, and if you really want to make the game interesting, create your own class and try making unarmored or light armor one of your specialties.
Check out the Better Bodies for while your add it. I was searching them and found this cool mod...
PEH! BAH! MEH! Who needs World of Warcraft?!
EDIT: Oh yeah. I figured I should also mention. If you mod your speed up to something like 200 as well as your athletics stats to something like 200, you can do crazy ass jumps like the Incredible Hulk. Once before, I set both to something like 1,500. I did a running jump, spent something like 5 minutes or so flying through the clouds, and by the time I came back down, I found myself out in the middle of the ocean; turns out, I jumped over the WHOLE island the game world takes place on! I started to get attacked underwater baddies, then I just casted waterwalking, adjusted my stats and jumped all the back to shore. -- This game is crazy like that. IT's what I like to refer to as a fuck-around-game like Vice City. You can waste hours just doing crazy shit! =)
Also check this out..
http://home.wnm.net/~bgriff/MW_Home.html