Yup, me too. Get out of the sewer, walk up the hill to the big city, try to sell some stuff. And the merchants are immediately complaining about Thoronir, so that was a good quest to start with. I loved sneaking around, following people and stuff. Unfortunately, I used the compass and green/red indicator to figure out where to go next. If Skyrim has this crap, I will turn it OFF for sure if I can!

Zero visibility for me too. First quest line I finished was mages guild.
Best first memory of Oblivion was the panoramic shot and the triumphant music when you load the game - blew me away - was so pleased this was the game I picked in the PS3 bundle - hadn't heard of TES before then (altho' turns out my brother had been playing them for ages!) I even tried to find the music to walk down the aisle to for our wedding day - couldn't locate it tho' - and am now wondering why I didn't come on here and ask!!

Stepped out of the sewers, so beautiful. Killed by mudcrab. Reload, killed by bandits at Vilverin. Reload, run like hell to the Imperial City where I joined the arena. Insert "killed by combatant, reload" about 5 more times.

The first one I remember is Seeking Your Roots. Found my first Nirnroot when exploring the island where the City is.

What? You′re playing TES and STILL you have time for a partner?? How do people get the time I wonder

Zero Visibility for me... I thought the invisibility thing was a bug at first. *panic*

Well the first quest that Lissa accomplished was 'A Rat Problem', although she didn't even start that quest until after about 20 in game days.
She found exploring Cyrodii and visiting loved onesl after spending so much time away more thrilling than getting back to work.

So I can say that her first quest was to FIND a quest she wanted to do

The first thing I did after the sewers was go to Vilverin (which I though looked kind of like a mansion/monastery) and try to have a conversation with the people outside. Obviously, they attacked me, but I managed to live. I then dove into Vilverin and got all the treasure and all that good stuff. When I exited Vilverin I wanted to sell all my Welkynd Stones (I didn't know they had a use yet), but I honestly thought that if I went to the Imperial City I would be thrown in jail again because they would recognize them. I guess I was a little too paranoid after being jumped by the bandits. I decided to just roam the wilderness and eventually became over-encumbered. I checked the map to see if there were any cities nearby, saw that Leyawiin was close, and to my delight also discovered that I could fast-travel. So seconds later I was inside Leyawiin, and I dropped some stuff and sold some stuff and left. That guard was outside and I talked to him and he asked me to take care of a drug dealer, so soon enough, I was embarking on the quest "Raid on Greyland". The fight probably took me 20-25 tries. Afterwards, thanks to my accidental discovery of fast travel, I lost all sense of self-control and spoiled any sense of exploration for myself with way-too-convenient teleportation.

I headed straight for the imperial city and ended up collecting scales :]