Morrowind Questions

As someone who just purchased Morrowind two days ago, I created a Breton Mage as my first character. I found the difficulty to be extraordinarily high! Addamasartus, the first dungeon you can encounter, literally murdered me in the butt. Even when I got a hang of how the combat system worked, it didn't matter very much, as one of the NPCs there could literally two-shot me. I managed to succeed in the dungeon of course, but it was like a 30 minute or longer struggle for such a tiny dungeon. I decided to create a Nord Warrior with a strong emphasis on Heavy Armor and just in general being a Tanky dude (I even had The Lover as my Birthsign), went to the shop in the starter village, and bought all of the Steel armor I could find, and then I found I was finally at equal-footing. Equal-footing? I'm fighting a freaking level 1 character and have 85 Endurance, and I'm finally at equal-footing? I think I'm not gonna like the difficulty in the next five levels, let alone the next 20! So where am I going with this exactly, how is this a question. To be honest, I'm not entirely sure, I guess I'm trying to figure out if perhaps something I'm doing is wrong, how much more difficult is it supposed to be?

My Mage is a level 1, yet has leveled some of the major and minor skills quite a lot since starting out. In Oblivion, you were given an indication when you are leveled up, so that you'll go sleep and choose your stat allocations, is this not in Morrowind?

I've found that, similar to Oblivion (though a bit more broken / stronger), a player can level his / her magic skills very swiftly for just casting them, even if they aren't being used. For this reason, I made a 1 magnitude on Self / Touch spell for each and every school. Whenever I'm walking around, I set it on Auto-Walk (Q), I set it on Run (Caps-Lock), I mash the cast button (Overhaul 3.0 Mod makes it R), and I constantly jump everywhere I go (to level acrobatics, but ALSO because it seems to make me travel quicker). Does anyone else do this kind of thing to level up skills swiftly? How can I justify this, so that I can satisfy my immersion?

I traveled to Ebonheart, traveled to Mournholde, and found that the room you FIRST get to with the Argonian is encountered with a weird pop up, screaming some nonsensical error, I just automatically hit yes to all, the game loads, and I see to my left a see-through yellow-polygon Coffin, and then another color-polygon (I forgot the color, its been a while since I've been there) surrounding it. It's a complete mess, and whenever I try to interact with it, from every angle possible, nothing happens. Is there a fix for this? Was it Overhaul 3.0 Mod?

So far I've only saved the game via two ways; F5, and manually saving via the Escape Options, and somehow, someway, I unintentionally saved over my OTHER character's save. My Warrior I talked about earlier is no more! I even named the saves themselves completely differently "Sterling" for my mage and "Tank" for the Warrior. What's up with that? Is there some glitch I'm unaware of, or maybe something wrong with Overhaul 3.0 Mod?

I have one final question, but it involves a quest and a spoiler of said quest.
Thanks!