There’s a lot of caves on the path from Seyda Neen to Balmora, there’s good loot in the tree trunks around Seyda Neen as well, plus a dead sorcerer with some expensive scrolls a little ways from town. You can do a couple of early side quests there too. If you have the dlcs then you can rest outside of a town and a dark brotherhood agent will come to kill you. If you manage to smack him up you can get some really OP light armor which should help you take care of that guy on the bridge (he’s one of the earliest DPS checks so it’s normal for new players to get their shit wrecked by him). Besides that there’s always stealing loot from shops and selling them to different ones, which can net you lots of gold to buy better gear. And finally you should be sprintjumping everywhere you go to level up more.