One thing I'm noticing (compared to Skyrim, which I'm still playing, and to a lesser extent compared to Oblivion, which I also revisit now & again) is how slow the levelling goes! Especially since, at the early stages, you sorta svck and can't hit anything very often. Those kwama things were giving me a run for my money at level 1!
This is true, Morrowind has a much more deliberate pace than subsequent installments of the Elder Scrolls. And while it does take a little while to build up you're pretty much on the cusp of when everything starts to fall into place and you can be a little bolder with your explorations. What level is your spear, and what level is your marksman skill? And are you being careful to try and always engage in fights only after you've regained full fatigue (usually either by resting, or eating something?)
If you find that after level 2 you still are having trouble hitting things, even with a full fatigue bar, you should consider investing in some training to get your spear and marksman skills up to at least 45 or 50-ish each. Also increasing your agility when you level up will help you hit more often as well (Marksman and Sneak both increase agility if I recall)
On that note, should I avoid grinding skills since the world levels with me? For example, Acrobatics - I want to get good at it, so I'm practicing on the stairways around Balmora. Should I be concerned if my noncombat skills level "too fast"?
Not necessarily. Acrobatics is a strength skill, so for every two times you level it up that's another +1 you could potentially give to your strength attribute, which is very important for dealing damaged. But all in all a balanced approach is much better.
And unrelated - any recommendations for Houses, if any? I plan on the Thieves' Guild, and I'm actually sorta thinking I'll get into the MQ a little bit (seems cool to be an undercover agent, and I guess I owe it to the Emperor). Hlaalu seems like a good fit with those, but I wonder if my Acrobat skills will be useful at all with them.
I usually undertake the main quest as an Imperial, and roleplay that being a prisoner sent to Vvardenfell is just my 'cover'. It's actually quite a bit of fun, and the main quest has a very nice build up too. At first Caius tells you that you're too newb to even participate, and then you spend a lot of time actually being a spy - gathering information, paying informants, that type of thing, getting all of the details in order so you and the Blades can begin to get a clearer idea of what's going on.
The Thieves Guild sounds like it would be a good fit for you. I'd also consider the Morag Tong if I were you, which is Morrowind's Dark Brotherhood and a legal assassins guild. They openly have an office in every major city. Plus if I recall their quests aren't usually too hard (at first) but they make you travel a lot, so it would be a great way for you to get familiar with the island.
House Hlaalu also seems like a natural choice, if you
have to join one of the Great Houses, but without a speechcraft skill or high personality you may find some of their quests to be difficult. Also, if you're roleplaying you need to figure out if your character is just a greedy fellow looking to become rich, in which case Hlaalu, Thieves Guild, and Morag Tong are all great choices but the Main quest may not be. If he's honorable then the Morag Tong is a great choice because it's very ritualistic, conservative, and in some ways a 'gentlemanly' assassins guild. But House Hlaalu plays pretty dirty.
Just stuff to keep in mind.