Assassins have always been incredible fun throughout the series. I'm pretty sure that, out of the many builds that are played in the Elder Scrolls games, assassin's the most played one. Second only to battlemages, then warriors. However, unlike in Skyrim and Oblivion, assassins start off a bit weak. Because of this, you can't be a pure assassin right away. Mix in some marksman and stealth with your early levels, and everything'll be progressively easier as you go through the game. Just find a shadowy spot in whatever area you're in, and start shooting like a madman. Don't stop when you're shooting with a bow unless your opponent's really close to you, because you'll usually find that that last arrow could've finished him off. If you're finding difficulty with using these two skills, then search for guides on how to raise them efficiently with ease; I'm sure you'll find lots, because this game is already really old. Hope that I've helped!
Dude, his problem was about the Tribunal assassins who have a chance of showing up every time you sleep, not playing as an assassin.
As for the assassins themselves: When you happen to kill them, especially on the lower levels, selling their armor can give an huge boost to your funds for training and other needs, such as potions (if you dont brew them yourself, like I do). Although I recommend using a delayed DB attack mod for the sake of roleplaying, for reasons explained in the spoiler. It all boils down to an 'accident'.
Spoiler You'll figure out later that king Helseth send the assassins after you, an ex-prisoner with zero status