I was a total noob coming into Morrowind, I had no idea what I was doing and with Morrowinds learning curve it took me awhile to get situated in the game. I wandered aimlessly around Balmorra trying to find Caius Cosades' house. It seriously took me forever! I joined the Thieves Guild, the Fighters Guild and House Hiallu wandering around the world doing random things for quite awhile. I had a Chitin Bow, Chitin Arrows and Chitin armor for the longest time. The most defining moment of that first game was when I decided to explore north of Balmorra and I ended up finding Caldera (At this time I had no idea that you could fast travel through the mages guild) and I found Verick Gemain's trade house. It had a steel bow and silver arrows and Veloths Robe. That seriously changed my game from then on. I could finally kill things and survive for awhile. Eventually I got my bearings and got the game pretty well figured out, and it quickly became my favorite game ever.
Anyway, its my favorite story because I was such a noobie and finding a new town some decent equipment for my low level really changed things around It was a moment of discovery that showed me how big and free Morrowind was.