'this door is a magically held lock' - how do I open such lock?
An Open Spell or an enchanted item with the Open Spell.
'you feel somewhat bad' - anyway to check if/what disease I have?
Status Button, then go to ya nearest temple to heal, fast.
Is there levelled scaling in DF? My orcish dai katana seems to do as much damage to spiders as my iron one did. Also now at level 13, more enemies are carrying better weapons.
Somewhat. Also, it really depends on ya skills and attribute that determine ya hit, damage, miss, etc, but with decent skill, anything dies real fast with any material (assuming the material can even touch the foe).
ghosts have started appearing in the daytime in Daggerfall town, normal or glitched?
Did ya visited Daggerfall at night time and sleep in an inn? If ya did, the ghost just happens to wait for ya.
sometimes I get a map to a dungeon from a dead enemy.. is this simply a location given for you to explore or is there a secret there worth exploring?
The Map found as a loot is just there to mark on ya map. Ya can go the dungeon to explore and loot but ya don't have too. It pretty much one of the few ways to get a dungeon on ya map anyways (other being from doing quests or walking in the wilderness and stumble upon a dungeon)