I haven't been able to find this in the sticky so i'll just ask here.

I have a thief character (about 2 hours into game) and I just realized I want to use the official thieves den plugin. I remember morrowind it was not really recommended that you add a mod with an old savegame. I read the sticky and it says be careful of load order (Which I knew) but is it recommended to just start a new game?

You can use the Thieves Den at any time in a playthrough with any character.

Nope, it's fine to add mods in to an existing game (within reason, and with a few exceptions). Make sure you grab the unofficial patches, and the unofficial official mods patches though.

On the Morrowind side there are very few mods you can't add to an existing save, as long as you're using Wrye Mash. (The ones that require a new game will say so in the readme.) That recommendation you mentioned I don't think has been actively made for several years.