Okay So this is going to be my first time Starting the mod, Oscuro's Oblivion Overhaul and FCOM Convergence. This is going to be a fun playthrough. I heard this mod is really hard and I want to know if there is any Character build to play this mod?

Lol. Any build that you like and will enjoy. There are endless ways to play, and really you should choose whatever you like. Custom classes are always fun because you can mix and match skills that you like. The game will be harder yes, but it's more that you have to play smarter (includes running away).

What cInfidel said. A definite no-no is to use a "majors as minors" approach as some do with the vanilla game. Also, check the BEGINNER'S GUIDE TO MAKING A SURVIVABLE PLAYER CHARACTER FOR OOO on the http://devnull.sweetdanger.net/ooospoilers.html page.