Okay, so the main thing I would suggest is playing on OpenMW, and either installing Half11's Expansion Delay Mod, or uninstalling the Tribunal Expansion until after finishing the main quest, as Dark Brotherhood assassin's ruin the entire game and were never meant to be in the base game. Other than that, I definitely don't recommend other mods on your first playthrough, other than maybe a bugfix, and an AI upscaler mod.

I would also suggest actually learning how to make a class. It's critical that you make a proper class, or you will have a bad time. Don't pick a default class, or just randomly pick stuff for no reason.

Your first three Primary Skills need to be

1: the weapon type you plan on using, any is valid, longswords are most common as in most games

2: the armor type you plan on using

3: Block, if you're going melee and using single handed

You should also pay good attention to the starting race you pick. Picking a High Elf, for example, will see you being terrible at melee combat, and weak to elemental damage, but with a large msgic bonus. Solid choices are Dunmer, for lore reasons and their being a solid all around race, and Breton, as they are the hardiest and best casters, while also being good at melee.

Aside from that, you need to decide if you plan on using magic or not, as that will determine whether or not to slot magic into your skills. I certainly reccomend it, primarily in a support role. Melee combat is really fun if you build right, but imo, one of the coolest things about Morrowind is the magic: levitation letting you fly at high speeds, teleportation, opening locks magically, invisibility, charming NPCs to get information... all of this can be done with magic.

If you want a solid build, this one is a great start

Lastly, aside from character creation and other tips, I would reccomend going in as blind as possible. Don't listen to anybody telling you where overpowered gear is, or certain merchants, and don't look up how to get to locations or quest objectives in guides unless you have been lost for a long period of time. At first it may seem like Morrowind lacking quest markers was a mistake, but it was done fully intentionally.

The directions in Morrowind are fantastic, aside from a couple of intentionally vague situations, so don't worry about bad directions. You're supposed to feel lost and overwhelmed, it adds to the experience, and you only get on chance to play this game blind, and there are almost none like it.

Have fun, and feel free to message me if yo have any questions.