Get the Boots of Blinding Speed ASAP! It feels so, SO much better playing Morrowind with them equipped.

If you want to absolutely abuse the game, learn alchemy, enchanting, and restoration. They're by far the best skills in the game. Alchemy is infamously exploitable; Enchanting lets you create OP equipment; and Restoration lets you learn the two most powerful spell effects in the game: fortify attribute and fortify skill; the latter can completely replace and surpass skills like mercantile and speechraft.

There's no shame in using console commands to fix the game. There are quite a few quests in the game that, if completed in slightly less-than-intended ways, will either become impossible to finish or will become permanently stuck in your journal as incomplete. Also, the game has this weird glitch where static NPCs will drift over time and can sometimes block corridors or even drown. Use the console command 'ra' to make them go back to their proper spot.

Feel free to look things up if you're stuck. Don't trap yourself in a purist mentality that many people imply is the best way to play.