Is this even possible? I've been trying to sneak around a few NPCs (Guy in starting town records house, Clagius in Balmora, etc) and I cannot get the sneak icon to pop up when I am behind someone. It would pop up for the guy in the starter town but only for a moment before turning back off. All day and I only have 65/100 towards the first point. Everyone else sees me or the icon won't light up at all. I've tried taking off my shoes as well as positioning them correctly to no avail. What are my options or am I doing it incorrectly?

Read http://www.gamesas.com/index.php?/topic/1171222-i-am-unable-to-level-up-the-sneak-skill-a-single-time/.
It's very current and covers all the info on Sneaking.

To put it simply, you cannot really self-train Sneak unless it is at least 30-40.

Ah, so I have to save up thousands of gold to train it at a vendor? Should I just restart at this point? Is it normal to just major sneak with every character to avoid this.

If you're going to play a Stealth-based character, it should be a Major.

But not every character would use Sneak, so you only need to worry about having high Sneak if that's your method of playing.

If you get up to like 30 or 40ish like Pluto said, you won't need anywhere near thousands of gold.

Now, if you were to level from 10 to 100 at a trainer? Yes, that would cost tens of thousands of gold as far as I can tell.

I was more wondering how much it would cost to get it from 10 to 30 or 40 and if the cost was worth it. I'll probably just reroll.

Anyone know of any other skills that are nearly impossible to increase through use at low levels?

You can train low level sneak just fine if you can use invisibility spell. I usually do it in a cult chapel near Balmora, the priest there doesn't move so I just stay at the back wall and recharge my magicka at the altar whenever I need (atronach birthsign).

Ah, that's a great idea. I assume you use the 10sec spell you can get cheaply from Caldera? Seems like there's only 4 or so invis spells in the game.

Yeah. You can make a custom spell with longer duration, but it'll be harder to cast and won't give better magicka-duration ratio anyway.

It can be extremely frustrating leveling about anything below 15 or 20-ish. With weapon skills, you'll pretty much never hit anything; with spell skills, you'll almost never cast anything. Speechcraft is about just as hard as Sneak; you're not going to get much results unless you have a skill of 30-ish, bare minimum (I wouldn't recommend ever trying to rely on that skill in actual gameplay unless it's at least 50).

In a nutshell; it will cost you only a few hundred gold, if even that, to get your skills up to a decent amount via trainer. Just make sure you aren't trying to level a skill you have a 5 in.

What I use to do, but it was hard, and took a long time to do, is when in Sedna Neya when you get out of the Office right in front of you is the Imperial Legion building. Break in. The thing is, you have to get your timing correct. When the guard goes upstairs, sneak. Don't steal anything yet, but I was able to improve my sneak skill. I just got back into Morrowind again, and I am having trouble doing it again. I can't rememeber if you have to move while sneaking or not.

But I did it on the xbox before, but you need the patience for it. If you really need it, and don't have the money to train it up, then start over again and use it as a major skill.

I just figured out how to make a custom spell. Now I have to figure out how to delete worthless spells.

Yeah, I tried to create an invisibility spell, but I have 5 in Illusion so there's that...But I majored alchemy so I have 30 there so I figured I'd make Int or Wis potions to boost it up to skill up. Or just sell the pots and pay for training.

If you're on the PC, deleting spells can be done by shift-clicking them.

Also, having a powerful chameleon enchantment helps with training sneak skill. The game rolls to check whether you are detected by an NPC every five seconds or so, and that's when you gain skill experience in Sneak, assuming you pass the check.

I figured out that it makes sense to work on your personality and mercantile. Any and every skill can then be bought with your mountain of gold until around 40 or 50. By then, you should be half-decent for just about everything. I remade a character just so his major and minor skills would relate to attribute bonuses so I can increase them all up to 100 at the lowest level possible. However, this isn't Oblivion. I'm unaware of any penalty for being a high level.