Hey guys, I'm new here and I am a big fan of all the Elder Scrolls games, and Bethesda in general. I just wanted to say Hi to you all:))
Thankss.
PS any advice to get started here?
Hello first of all.
To answer your question is save a lot. Before, during and after each quest. Don't be a vampire if your on the PS3 GOTY version. I will let others give advice as well.
Here is a fishy stick: http://www.imperial-library.info/dogate/til_fishystick.jpg
I know I'm a newb at this forum, but I didn't really mean that I needed advice to PLAY Oblivion, I just didn't really know what to do at the forum. Lol, yeah I'm a newb. But I am a well-experienced Oblivion player.
I'd suggest reading the rules that are posted at the top of every forum. That'll help keep you out of trouble.

Then YojimBeau's comment is your answer then. I thought you need advice on the game, not the forum.