Don't kill for loot and don't kill Elmussa Damori.Her name gives me nightmares.If you kill her, the Thieves Guild members will no longer barter with you.Nor you will be able to join the guild.It is because of this NPC that I learned to use the Construction Set.
Sometimes, if you can't find a place, it might mean that you have gone too far away.Go back, it's not that easy to get lost if you are careful.
Get a Amulet of Divine or Almsivi intervention.Great stuff
Avoid http://www.uesp.net/wiki/Morrowind:Sanyon#Sanyon and other daedric ruins till you're at least around level 12.That doesn't mean you can't go to the Ashlanders.Just don't get too close of that ruin.
Save often.Install the patches and bug fixs.Install Tribunal for better journal.^^
Don't join 2 Great Houses! My strongest advice.There is a glitch in the game that allows you to do so.However, you will be unable to finish the questlines of both houses because you'll become the owner of 2 strongholds, and there are quests that require the player to kill the owner of a stronghold.There a three joinable Great Houses, 3 strongholds.You'll be asked to kill the owners of the 2 enemy strongholds, and one of them being your character.You'll have to use the Construction Set to get past this.