Spend more time in the water. Swim around the entire island and explore all the grottoes, shipwrecks, and if you're on the PC get http://planetelderscrolls.gamespy.com/View.php?view=mods.detail&id=258. Get yourself an enchanted spear with a water breathing spell. Don't be so much of a landlubber! You will have a blast. Hunt pearls, collect scales and only come out of the water to sell those and what you have found in the ships and grottoes. After you have swam around the entire island and have spent enough time exploring Morrowind's aquatic world, climb up on land and join the Imperial Legion or find a job, yet never forgetting your love of the sea.
This, but let him be a wild Argonian instead of a Legion recruit. Possibly wanting to free all the (Argonian) slaves. Stealthy guy. Never does any official quests, except for Twin Lamps, and some general helping around. Also download a mod which makes Argonians' Water Breathing constant effect. More realistic that way.
Here's something EXTREMELY EPIC I've thought... Oblivion players might get the pun.
Play St. Jiub! This Dunmer http://www.uesp.net/wiki/Morrowind:Jiub. He is an illusion specialist, with no other goals than to drive all the Cliff Racers away from Vvardenfell.
I don't know if this works, but use a Command Creature spell to draw all the Cliff Racers to one particular area. Then teleport them away with, say, using http://www.uesp.net/wiki/Tribunal:Unique_Items#Barilzar.27s_Mazed_Band near them and see if they spawn with you to Mournhold or something!
Or I don't remember whether it's possible to create an area effect Recall spells on target; that would be freaking awesome for Jiub!
Or just make them follow you and fly them to Solstheim or something. Someone has to play this character!