Hi, first of all welcome to the forum have and please take our complimentary http://www.imperial-library.info/sites/default/files/dogate_til_fishystick.jpg.
Morrowind is a great game really, you can lose thousands of hours into it but a problem a lot of people have is getting into it. You really need to be willing to spend some time doing and learning everything. You also have to understand that this game doesn't care about your skill for things like combat but does leave you alone when it comes to directions and finding quests. You are not given map markers or shown where to go, instead you have to find your way there through dialogue and the map. If you got a paper map along with the game then I'd recommend taking it out of the box and keeping it next for you.
Take it easy, look around when you come out of the boat. See if there is something to do, talk to some people save some money buy some better material. Try to keep an eye on your stats as a low fatigue will hurt your success rate with attacks so rushing forward and constantly running around will hurt your chances. Don't be afraid to run away from enemies, the environment isn't leveled towards you so there are area's where you will die.
You have three sets of skills to keep in account as well. Major, minor and misc. Major and minor skills will help raise your level. Misc will make you better at that skill but the points won't count towards level gain.
Once you are done in Seyda Neen and feel comfortable in the game start travelling see the world, find something that you might find interesting and join a guild. Take your time for it, it won't rush you through the quest line but it will be long and rewarding. This is the best way to advance in money and skills.
And the most important thing is the F5 key. Press it often, seriously save your game a lot.