Redguards and Orcs are really powerful, as are Dark Elves. Basically stick with the best weapon your respective race gets bonuses to and don't deviate from that in the early game. (Later on you can raise skill with any weapon rather quickly and won't have tow orry about enemies killing you before you can hurt them.) Redguards and Orcs get amazing stat boosts, with Redguards having an amazing racial (adreneline rush) Dark Elves get good stat boosts and 75% resistance to fire.
You should probably build your own class - in the short term picking the weapon you want, the armor you plan to use and speechcraft/mercantile as primaries will save you a LOT of time and money and grief early on - an advanced player usually won't take their primary skills as skill tags at all, but that's not something you want to do because it makes the early game MUCH harder. Also take personality and luck as your tag stats and The Lady as your birthsign. This fucking helps a LOT with shops, where you will be fucking around a LOT in the early game before you can manage to do the more difficult dungeons and quests.
An easy starter is an orc with medium armor and axes. Get a big two handed axe early on (in the first town pref.) and bonemold armor. (If they don't sell this in Seyda Neen, they sell it in Balmora. The big bug looking things outside of Seyda Neen can take you to various towns, there's one outside every major settlement with it's own list of where it can go.) Once you get these two things you're set to do all the opening quests around Seyda Neen and Balmora and to do the guild quests in Balmora. You can also do a little exploring around these two towns and Pelgiad (a town between Seyda Neen and Balmora, but with no silt strider access, you have to walk) without worrying too much about getting killed.
Medium Armor in the long run isn't the world's best choice, you need to install the adamantine armor plugin (or have Tribunal) to really make it worthwhile, but Orcs get a big bonus to it and it offers better protection than every light armor save glass and is much much lighter than all of the heavy armors, which is something you WILL notice, even if you have very high strength - Daedric Armor's weight is goddamn ridiculous and the heavy armors you get before it aren't much better.
Battle Axes also hit very hard.
If you don't mind being morally ambiugous, you can steal everything that isn't nailed down - as long as you do it outside of the view of other characters. There are shops with alcoves out of the view of the shopkeeper where you can steal half their stock. You can then turn around and sell their shit to the shop across the street or in the next town over or whatever. Just make sure you don't try to sell it back to the shopkeeper, he will notice and him and his guards will wreck your shit.
oh yeah
if you go into a vampire lair and contract poryphoric hemophilia
get thee to a priest to cure your disease. don't fucking wait or you will regret it.
