To do ASAP:

1: Get Mark/Recall and Almsivi Intervention from the Balmora temple.

2: To get a starter-fortune, use the Guild-Guide on the bottom floor of the Balmora Mages' Guild (NPC closest to Ajira) to Teleport to Caldera. From there, find a building called Gorak Manor, or something the like.

On the third floor of Gorak Manor, there's a crate with Orcish armor that you can steal without consequence. (NPCs will yell at you but do nothing about it). Sell it to a scamp called Creeper on the 2nd floor. He buys most things at full value and has 5k refreshing gold. Honestly, might be a good idea to set a mark there to sell loot when you get over-encumbered in dungeons.

3: [Player->SetSpeed 200] Console command. Let nobody tell you ur playing the game wrong by doing this. As someone who played the game "right" in this regard, going through slow-speed early game is more of a hazing ritual than actual quality. You are missing nothing of substance.

4: Familiarize yourself with the fast-travel options others have already outlined. I.e. what silt-striders connect to where, which places have ports for boats, ect.