I just got morrowind GOTY on the disks and installed morrowind, bloodmoon, and tribunal. I thought I'd just start playing the base game and get to the expansions when I happen to find them. I played for about a day (having a great time BTW) and noticed the data files button on the main menu and checked it out. I noticed that both bloodmoon and tribunal were both unchecked so I checked them both and loaded my game. That's when all hell broke loose. Before the game loaded I got several error messages warning me that chunk sizes are wrong, textures are missing, and weather chances aren't adding up to 100. WTF? I clicked ok on all of them and as I expected items from my inventory were missing and people were giant exclaimation marks. I haven't installed any mods or messed around with any files so I'm a little befuddled. Anybody have any clue what I'm experiencing here?

Yes indeed. You see, when you saved your game without having Tribunal and Bloodmoon loaded, and then proceeded to have them checked to load when you loaded your save, the version's aren't the same, and so content has changed.

You need to install the game in this order; Morrowind->Tribunal->Bloodmoon.

It seems to me like you installed Bloodmoon before Tribunal, so reinstall Bloodmoon.

That is exactly what I did! I'll try it out.