So I'll be getting Morrowind for the first time after buying it off ebay. I'm really excited and can't wait to get into the game.
But there are many differences between it and Oblivion that I don't really know how to make my character.
I would prefer a warrior type character so if someone could recommend good major and minor skills, it would be much appreciated.

Thank you in advance.

It's partly dependent on what race you want to play - did you have one in mind?

It's either gonna be a Nord or an Imperial.

Combat oriented classes tend to be the "easiest" in Morrowind for a beginner. Wear some armor and beat things to death with your choice of weapon. So simple it's elegant

A Nord would give your a prime selection of weapons, as well as bonuses to Medium and Heavy Armor. An axe/hammer wielding Nord would be an easy way to go.

An Imperial wouldn't lend itself quite as well to being a full blown tank, but you could use the bonuses you would get to Long Blade and Light Armor to create a nice skirmisher type warrior.

First time through, I'd say just make things easy on yourself and pick a pre-set class. The Warrior is obviously a good warrior type, the Barbarian is another strong fighter. If you want a little magic thrown in, look at the Knight and Crusader. If you want some thiefly skills then the Rogue, Scout and Archer are worth a look.

For race, pick whichever you like best. They all work as fighters, even High Elves. Some are better than others but none are useless.

For birthsign, I suggest the Lady.

If you don't have a strong feeling, pick Nord; their resistance to frost and shock is very valuable, especially in the expansions.

If your going with a Nord, I'd suggest going with a custom class and choosing heavy armor, armorer and long blade, blunt and maybe axe.

The frost resistance should help with Bloodmoon.