How can I create multiple players in Elders scrolls oblivion, like I do in Skyrim (with the savegame manager)?

When you are towards the end of the tutorial (before you exit the sewer gate into the outside world), make a save game but do not overwrite it. This save can be your character creator without having to go through the tutorial since you can edit your character before you leave the sewer. The save system for Oblivion is the same as it is in Skyrim.

Welcome to the forums, btw