I picked Sneak as a minor skill. I forgot how much I didn't enjoy sneaking in Morrowind. I had a blast sneaking in Oblivion. So is there a way I can enjoy sneaking in Morrowind to make it more fun?
Without knowing your char, it's hard to say, but advice I got when I started playing was don't wear much armor especially Heavy or Medium. My first chars usually went barefoot of at least in shoes instead of boots. It seemed to help.
Take advantage of shadows and obstructions to hide and move slowly and incrementally. Don't try to sneak across well-lit wide-open spaces. At a low skill level you probably won't get away with it.
Caves and dungeons are good places to sneak. My chars usually gain 3 or 4 skill lvls in the Urshilaku Burial no matter unstealthy they seem to be.
Race also seems to help. This skill was designed with Bosmers and Khajiits in mind and they're really good.
You might make Sneak a major instead of minor and increasing the skill level won't be quite so frustrating.
I can understand your frustration after Oblivion. Skills there are almost impossible to fail at.
Right now my MW char is a Nord with mixed Heavy/unarmored armor skills ( a no-no to most people) She also wears light armor boots. She has Sneak as a Minor and is probably the most unlikely Stealth char you could conceive of. But we just blundered through and she's gotten pretty good at it. (We still don't push our luck at pickpocketting.)
If all else fails join the Thieves Guild and train up a little.