Hey just got Oblivion for first time and I have ALL expansions not just Knights of the nine and shivering isles. So do you guys have any tips for me, anything I have to do. On the first playthrough of a game I try to do everything and don't do any roleplaying so no restrictions. Thanks.

If you're on PC: don't install any mods on your first play through. Wait until you've got a feel for the game, and then use mods to add things to the game you feel are missing.

Explore! There's so much more to Oblivion than quests. Take some time out to explore the Colovian Highlands, or the Gold Coast.

For your first play through, try using a range of skills. I personally used a spellsword, which allowed me to try out both weapons, magic and armor.

Take your time! Don't rush, do things at a leisurely pace. There's no need to hurry