Does anyone know if there a check-list type thing of all the major locations (caves, tombs, ruins, grottos), quests, notable items, and so on for morrowind? For instance, there is a check-list for the game Mass Effect (google "mass effect check list") that lists all quests, planets, upgrades, etc. so you can check them off as you go and really see how much progress you're making. I think it'd be great to have something like that for morrowind for those who want to try to finish all quests possible on a single character, find every location, etc.

The closest you're going to get is the http://www.uesp.net/wiki/Morrowind:Morrowind
It has every aspect of the game documented in detail. (and all other TES games as well)

There's not really a "check list" you can go through. But spend a little time exploring it and you'll see that everything is laid out for you to see.
Lots of spoilers, so explore at your own discretion.

So.. no. There is no Check List that you can quickly reference. (not that I know of)