begin the game at Sayda neen, then just farm some item from any dugeon near the town
and sell everything to merchant
spam it until ur mercentile skill enough for make profit
by buy anything expensive from shop at low price
and sell it back at high price
when merchant money is out, just wait 24 hrs for money refresh
then spam it
The best merchant for farming in mainland may be Sirollus Saccus in EbonHeart (just travel there by use srider to Aldruhn >>> Vivec then use boat to Ebonheart
he's in Hawkmoth Legion Garrison, he has 3500 per day
(another great shop is gem shop in Tribunal DLC Island,6000 per day)
(Ababael Timsar-Dadisun in Zainab Camp have 100merc. so, I not sure for the best at the early)

spam farming until u got gold about 300,000 - 400,000 gold
then go to each master skill trainer and train them all until 100
this is list
http://www.uesp.net/wiki/Morrowind:Trainers
( be careful about Enchant master skill trainer, he's hostile and will attack u immediatly, and u may kill him like me (this skill is very hard to practice)
so, buy and use clam spell to him before go to train with him

- Building Character,
* choose variety skill for primary by all kind of attribute skill cz u can control skill multiplier when LV up (multiplier from raise skill in that attribute in 10 point for per LV)
* choose all favorite skill (such as acrobatic, atheletic, mercentile, ur favorite weapon and armor skill) for secondary cz u shouldn't max lv before got 100 all stat, and u can raise them by trainer later

- Level Up,
* try to max endurance fast as fast u can (by multiplier) cz it's for increasing max HP when LV up
* try to spend point on LUCK since level 2 cz no skill that improve LUCK
* and avoid to spend point on multiplier (except endurance) cz if u got max stat too early, u'll got max level before 100 (like me) u should begin to spend on multiplier when u think the rest level not enough for 100 all stat

- save often be many save files (more than 15) cz game can be crashed all the time and prevent u from make mistake by kill essential NPC or lose important quest item
- try not to search dungeon or kill any unique enemy cz u may lose quest in future
- try to drop useless item in the same place that u can remember and sell everything in the same merchant cz those item maybe quest item in the future
- finish house quest and other guild before morag tong (assassin guild) cz maorag quest will demand to kill NPC that important for other quest
- choose the house that u want as fast as u can cz u may accidentally join another house that u don't want (like me)
- if u wanna know or find anything, any NPC, any place; use google
espacially, uesp.net
such as quest guide
http://www.uesp.net/wiki/Morrowind:Quests
find place by click on its name then "view on map"

- this game has ton of bug but u can fix by load "Patch v1.6.6_beta" to fix it
or
u think this game's graphic is too suck, mod can help u
such as Overhual 3.0
this is great graphic mod
but it make some container have no item such as satchel bomb in TRIBUNAL and glowing key in BLOOD MOON dissapeared
u can go to Data File (in Launcher) and uncheck "MWcontainer" file