....and WHATEVER you do, DON'T speak to any Bosmer just hanging around Mounhold.....
I was just going to come say this.
And I'd also advise against helping out anybody who's having trouble with a play.
Don't do quests, but just chilling out in Mournhold is okay for a low-level character. Pretty much all of the quests are too advanced, though, so I'd stay away from them. Bloodmoon is even more challenging, there you could get your ass handed to you just for walking a few feet away from the dock you arrive on.