First read this: http://www.uesp.net/wiki/Differences_Between_Morrowind,_Oblivion,_and_Skyrim
Lots of great info detailing how Morrowind gameplay is different than OB/Skyrim.
A Combat oriented class is easiest for beginners. Magic and Stealth are a bit more difficult because they require more patience and understanding of the game mechanics. But most classes use a bit of magic anyways.
A Custom class is preferred, so you can get rid of skills you don't need in favour of skills that will help you more.
Once you leave the Census office, you cannot change your Major/Minor skills, Birthsign etc... But the game lets you see in detail how your character is built before finishing Character Generation. Very helpful.
It would be helpful to know which style of gameplay you want. Combat, Magic, Stealth, or a bit of everything.
Dunmer are usually considered the most well-rounded Race for any type of class.
Redgaurds and Nords make great warriors.
Kahjiits and Wood Elves make good thieves.
Bretons and High Elves make great magicians.
All the starting attributes for Races can be seen here: http://www.uesp.net/wiki/Morrowind:Races
Click through to see each Races starting Specials/Ability
The Lady birthsign is great for beginners. You get a big bonus in Endurance which is very handy.
Main advice:
- Try combat class first. Until you get the feel of the game.
- Keep your Fatigue (the green health bar) full at all time. Fatigue has a HUGE impact on success of every action.
- Save often, and make more than one save file.
- When doing quests, pay attention to what people say, and what is written in your Journal. There is no compass.
- Have fun! Morrowind can be frustrating at first. You will probably die a lot. But keep learning and you'll be greatly awarded.
If on PC, install the two community patches, they fix many bugs. If you need links, just ask