and http://www.tesguides.com/tes2/ helped me out a lot in the beggining (and still does some times)

This site also says:

... having worked with Bethesda as one of the testers for "Redguard", I think I can safely say that Bethesda will do everything possible to turn out a game with a minimum of bugs/undocumented features ...

Skyrim, anyone? (He wasn't even right about Morrowind )

I know very very little about Daggerfall but I've been watching http://www.youtube.com/user/Arclath walkthrough on youtube. Will probably answer your questions.

These are the minimum bugs and undocumented features. Compared to Daggerfall, Morrowind, Oblivion, and Skyrim are Flawless.
... I don't need it. Just remember how to landmark the entrance to a dungeon. I've not gotten "lost" in a VERY long time... Unless brick teleporters are involved. But I can still run around forever and eventually find my way out.
Always make a custom class - Advantages and Disadvantages are on the right side of the class-creation screen.

That was a minor niggle I had with the class configuration, there's no way to take a standard class and adjust it, you have to re-enter all the details on a custom class. The standard class selection bypasses a lot of screens.

I usually plant the mark right in front of the quest giver so I can spend twice as long mucking around in a quest thanks to reduced travel time.