I just got Morrowind, I lost the game manual, and I have to say, I'm really confused.
I don't know how to fight, what to do, the quest, or ANYTHING. I play oblivion and the controls and everything is so different.
How?
:/
-Morrowind Noob

I recommend spending some time at this site:
http://www.uesp.net/wiki/Morrowind:Morrowind

Lots of info, even some hints for Oblivion players.

Are you on a PC, Xbox , Ps3? What one

http://www.uesp.net/wiki/Morrowind:Morrowind_for_Oblivion_Players

Especially the combat part is handy. Basically: Only use weapons you are skilled in (one you put in the major skills), and keep your fatigue bar as full as possible, because that has a large influence on your chance to hit.

I'm on the Xbox.
And I did go to that website and I'm still uterly confused.

Read the link that Povuholo posted,
Other than that, well just keep playing. And the in-game menu explains most of the controls (IIRC)
As far as RPGs go, Morrowind is rather simple. (a lot less confusing than Neverwinter or Baldur's Gate, etc)

Here is some info for you.

Unlike in Oblivion you no longer have 100% chance to hit when you swing. Instead, the % of a successful swing is based on your fatique (you need to keep this as full as possible, use restore fatique potions if you`re low), luck stat and skill level. With 50 luck, 50 short sword and full fatique about half of your hits should land on enemies.

As for what to do... there are some easy beginner quests in Seyda Neen. I suggest you just do one of them, the Fargoth quest. Go to the local shop (the one with the altmer merchant) and find a nord on the 2nd floor. He`ll give you an easy quest to get money. Then go to the lighthouse and climb up the stairs and exit it. Wait for one hour before midnight and then just watch what happens. After some time you should see a Bosmer named Fargoth sneaking with a torch (which is not the best way to sneak ). He will sneak to a pond of mud and then place 300 gold, a lockpick and his ring (if you`ve already given it back to him) into a tree stump. Just take it, it`s easy money. If you want to finish the quest, keep in mind that finishing the quest means nothing other than giving 200 gold to the nord who gave you the quest and getting a journal entry... it`s better to just leave it unfinished.

After you`ve done this quest, see if you can find the silt strider just near the town. It`s a big bug thing that can actually fly and take you to places. There should be a dumner near it who can give you the travel service (you have the option of travel below the persuasion option). Travel to Balmora.

Feel free to talk to some people in Balmora. After your brain is overwhelmed by the tsunami of information coming in, try searching for Caius Cosades. Cosades`s house is east of town. You should be able to ask around from some specific people or just take a walk and see in which house he lives in.

Once you find Caius, talk to him. If you ask for orders, he should give you 200 gold and tell you to do some freelance jobs. You can start the Main Quest right away but you also have the option of following Caius`s advice and join a guild.

If you`re a thief, thieves guild. Mage, mages guild. I bet you won`t see this one coming. Fighter - fighters guild. All these guilds have a hall in Balmora.

Mages guild has a special NPC who can teleport you between mages guilds for a small fee. You don`t need to join the mages guild to be able to use this.

Oh, and also... If you`re a fighter, this can come handy. There should be a shop with a khajiit North of the silt strider. I think his name was Ra`virr. Bottom line is, you want to find this shop if you`re using any weapons. Ra`virr sells special weapons. They aren`t exactly cheap but you should be able to afford just one with the money you have now. These weapons have an enchantment that allows you to summon a daedric weapon (in other words, you`re using their enchantments and not the weapons themselves). Summoned daedric weapons fortify skill. If you summon a daedric dagger, it will have an enchantment with +15 short blade. If you summon a daedric mace, it will also have +15 to blunt weapons. Using enchantments does not cost mana, they just use up the enchantment`s energy. This energy recovers with time, by the way.

That`s all I can think of right now. I hope this helps a bit.

This is normal for the first 10 hours or so with Morrowind.