I could use them.

Well I suggest power leveling til about lvl 3-4 in the starter dungeon. Easier said then done. Sleep in the Prison cell you start in on the raised platform and get off while sleeping and you'll get attacked. Win or lose you saved before doing this. Rinse repeat for a bit til your strong enough to explore the dungeon .

As for outside of the dungeon. I generally just wander the wilderness. Goto a town and then hit the wilds. You'll find towns and dungeons/castles and graveyards to explore. Along with other various things things of interest. Save periodically just in case you get wiped out in a random encounter.

That's about it for suggestions really. I guess if you wanted dungeon tips I suggest finding some way to cast passwall. It can really make things easier in dungeons. I love that spell and think its a shame it was no longer used in later games but I can understand why considering how dungeons were formed.

Levitation will come in handy (wraiths shooting at you from the other side of a maze of crevices svcks).

Don't invest in the lockpicking skill, you can break up most locks with your weapon anyway.

I never really went out into the wild because it looks the same outside most cities, so it's not very rewarding. I just went to the nearest dungeon and hunted a little, then back to the city.

Don't forget about the fast travel option!

My suggestions:

http://www.uesp.net/wiki/Arena:Arena

1) Classes
- Assassin: I love the way all my enemies take tsunamis of critical strikes at mid-to-high levels. And you can use any weapon (hint: Ebony Blade)!
- Ranger: Apparently, adds his level to all damage done to foes. Cant say no to that (only con is cannot use Tower Shield, no big deal...)
- Battlemage: Most powerful class of all, maybe a little difficult for starters. But not only they can cast most powerful spells, the ycan wield any weapon!

2) Races
- Redguard: damage bonus of level / 3 to melee weapons speaks for itself (my Assassin and Ranger are Redguards)
- High Elf: Immunity to paralysis is effective against Spiders and Medusae (and others)

3) Artifacts
- Oghma Infinium: Early on, try to get rumours about this. Lets you distribute a bonus of 50 pts to your attributes as you wish! You can get this artifact again and again for additional pts, after getting new rumour (important: you will NOT have another rumour for any artifact if you already have an artifact or if you are on a quest for an artifact map!) ;
- Ebony Blade: Just read what it does... Yummy!
- Rings of Phynaster and Khajiit
- Necro Amulet

4) Misc.
Keep potions and items of Fire Resist, Levitation, Light, Sanctuary, Purification and - very important - something that does magic damage (fire, shock or Force Bolt). Later on, you will fight Trolls and Liches that need you to deal magic damage or they ressurect!