Hi, I am kinda new to Morrowind and have not really gotten into it seeing as I cannot decide wich class to be.
I searched around but could not find what I was looking for so I'll post my thoughts here.

Is playing as a stealthy character too hard for newbs? If so I'll probably go for an Atronach born Nord Battlemage, but if it is not then I'd like an opinion on this build:

Race: Khajiit, Bosmer or Dunmer
Birthsign: Atronach
Class: Custom:
Spec: Stealth.
Attributes: Intelligence and Agility.
Major: Sneak, Short Blade/Spear, Illusion, Destruction and Light Armour.
Minor: Security, Unarmoured (if Khajiit), Restoration, Armourer/Enchant, Mysticism/Alteration (both if not Khajiit).
Also, I tend to roleplay a bit so I do not want to be all hybrid and such.

Unless you intend to take up alchemy or resort to various workarounds to restore your magicka, playing an Atronach birthsign will make your magical skills almost a moot point. You're likely to use up your store of magicka on a few Illusion or Destruction spells to either get past an opponent or take them out, and then not have any magicka left for Restoration afterwards. Sleeping won't restore it, so you'll have to find other ways. It can be done in numerous ways, but I wouldn't suggest it for a comlete beginner.

Mystiscism can be effective for casting spells without using your character's own magicka, and an Enchanter can be a VERY powerful character if you focus on it (and do your own enchanting). Problem is, you're planning a stealth or battlemage build, and enchanting isn't all that great as a minor skill. You can buy enchantments or enchanted items, and use them with no skill at it. As long as you're willing to pay to have it done, and willing to live with a higher drain on charges with each use (which will gradually self-regenerate over time anyway in MW), you don't need to take the skill.

I'd agree with Agility as a preferred Attribute, especially if you go the stealth route. It affects several key stealth skills, or will help your character hit in combat (or with a ranged weapon). As a Battlemage, Wisdom would probably be more important than Intelligence, at least for a while. Having a better chance of successful casting (especially with the poor odds of a low-skill starting character) seems more important to me than boosting your magicka pool, although the latter will eventually become very important as well.

If you're using Light Armor, Spear will help raise your Endurance, otherwise you'll end up with a low-hitpoint character who will have trouble with some of the late-game adversaries. Wearing a mix of mostly Light, but one or two pieces of Medium, might occasionally get you a better Multiplier on level-up to boost Endurance by 2 points instead of 1, but it still may not be enough by itself. That's obviously not a problem for a Battlemage, who will most likely be decked out in a tin can outfit and gaining plenty of Endurance-related experience with each combat. One of the quirks of both MW and OB is that hitpoints are cumulative, based on whatever your Endurance is at the time you gain them, so raising Endurance later will never make up for the potential hitpoints lost in the early stages. If you want a "tank" character such as a Battlemage, boost your Endurance as quickly as possible in the beginning, or use the Lady birthsign (highly recommended for a new player) to get a big head start on it.

All right got it, thanks. Just need to figure out wich race to go with. Any ideas?

I haven't found a stealth character to be particularly hard. It might not be as straightforward as a warrior build, but can be much more fun to play.

Nord and anything to do with magic is a bad idea. No bonuses to anything magic-related, poor starting intelligence.

For a stealthy magic-user (like a Nightblade) I'd suggest Dunmer or Argonian. Bosmer and Khajiit are purely stealth races, while Dunmer and Argonians have a nice mix of magical and stealthy traits.
I'd suggest having Luck among the favorite attributes. A ten-point boost to it is significant, especially because Luck is the hardest attribute to improve.
Your Majors are pretty good. Weapon class is a matter of taste of course. Argonians have a +5 bonus to Spear, whereas Dunmer have +10 to Short blade. Spears are better if you want to keep your distance and avoid getting hit (which is a pretty good idea for a stealth build, them being quite flimsy). They'd also be your only way of improving Endurance, since you have neither Medium or Heavy armor. Short Blades are better for close up and personal, though.
Scrap Destruction, though. You'll need your magicka for other things. Get Marksman instead.
I'd suggest switching Unarmored for the other weapon skills. Makes little sense to have two armor skills.

Hope I've been able to help.

Edit: Damnit, ninja'd.

My advice:

* Use your "class" as a general guide for what skills you will have trained the *highest*, but plan on training at least a few miscellaneous skills, else you risk gimping your character pretty hard.

* I'm not convinced that race makes much difference (maybe early on, but later, not so much).

* Even if you are not mostly a magic user, Nirn is a magical place - expect to use potions and enchanted items. You don't absolutely need alchemy - there are plenty of useful potions that can be bought or found, but having some alchemy can be nice. You don't need a lot of points with enchant, but you may find it worthwhile to train up a few levels in enchant, as it reduces the per-use cost of enchanted items (meaning you get more uses out of them before you need to wait for them to recharge). There's really nothing wrong with training up some miscellaneous skills to level 30 or 40, even higher later in the game - Elder Scrolls games are basically a single player, no party experience, so you need to be pretty self reliant. Of course, it's up to you what you do and don't decide to train up.

* I've not played a lot of stealth in Morrowind, but I believe it can be a very powerful skill, as at very high levels, you can basically attack enemies with impunity. Early on, however, it may be a bit frustrating.

Anyhow, hope you have fun. Let us know how it goes for you.

Just be aware that some skills (Sneak, Marksman, and Enchanting come to mind) are difficult to advance without paid training if they're low. Problem is, unless you're at least semi-proficient at them, you can't manage a single success to get better at them. Once you hit that minimum threshold where you can at least succeed on occasion, they increase normally. In other words, either plan your character with them as Major skills, or else expect to have to pay for training if you ever want to use them.

tabasco makes a good point about Luck: you can't get a "multiplier" to improve it by more than one point per level (at the likely cost of not improving something else by 2-4 levels), so pumping it up a little at the start might just be the most efficient use of one of those Preferred Attributes you can possibly make.

[ One other point: Unlike Oblivion, where everything is scaled to your level, much of Morrowind is static. You can get by with a poor character build; it just takes a few more levels before you reach the point where you can handle it. I've change a character's focus (from Bow and Long Blade to Spear and Spell) almost completely in mid-game (because the first two got "overpowered"), so don't sweat the character details too much. They don't NEED to be "perfect". ]