Hello,
Fellow Morrowind players.

I am a noob to Morrowind and seeking advice for a First Character.

The Race I am going to be making is Khajiit. The reason is because I am obsessed with cats, and mostly playable characters that are beasts, and cuz I like Furrys. I CANT HELP IT!!!
From what I know by playing very little of Oblivion( only up to the part where your supposed to steal a book and you Join the Cult, and a giant statue falls on a poor lizard-guy. ) , Khajiit are along the line of thieves, and am wondering what other roles they can be played as in Morrowind. I would prefer however to be a Thief, but any other suggestions/advice/guidance is appreciated.

Also are there any mods that i should consider for a first-time player? Are there any that improve gameplay and may exclude many annoyances that appear in Vanilla? Or is it best to be played as intended?