So im new to this game and to be honest it is an interesting game. However I cant seem find anything to do in it (I dont even know what the main story is haha). I have played both oblivion and skyrim and in those games the story was pretty straightforward. So what is the main story in this game and any suggestion for what to do?

Well, when you exit the Census and Excise Office you are told to go to Balmora and give a package to Caius Cosades, so you could do that. The town location is marked on your map if you talk to Elone the scout at Arille's tradehouse.

There is a lot to do, though I admit you can easily feel lost at first... The main quest first requires you to report to Caius Cosades in Balmora. After character creation you were given a coded message that you need to deliver to him. Then he will give you instructions on what to do next.

Other than that, there are a number of guilds and factions you can join. For example the classic Fighters, Mages, and Thieves Guilds, but also the temple or the Imperial Legion. And then there are three great houses in Morrowind of which you can join only one, so take your time to decide. Joining a great house will make everyone from that house like you more, but members of other houses will like you less.

Sounds like this game has more depth than oblivion and skyrim

I'd say in many ways it does, but it's also less accessible. Might take you some time to get used to, especially with the amount of text-only dialogue and somewhat more freaky lore, but it's really worth it.

Open your Journal using the 'j' key. You should have a quest after the tutorial to give a package to Caius Cosades. That is the main quest.

I bought Morrowind when it was a new release.
Over the first couple years I had it I had a few starts but couldn't really get into it very far. But it seemed like it had a lot of potential.
I finally started looking around on game forums about it.

I was like OHMAN! You can do that?! And THAT?! And That?!

It's a game you have to really stick with and LEARN how to play.
Once you kinda' groove to it, it becomes a unique Experience.

It definitely has it's deep points. NPC's are an encyclopedia of knowledge. The only downside is that they're all the same book!

If you want to give yourself some structure, I'd suggest joining up with a guild in one of the major cities (Balmora, Vivec, Sadrith Mora, Ald Ruhn). Do their quests, take advantage of their training and resources. Use your journal. Read directions very carefully. I can't remember how many times I got lost because I simply didn't follow the directions I was given.

Good luck!

Basically, Morrowind is a great game whether you play the Main Quest or simply use it as a background for living the role of the character, and do whatever they'd do under the circumstances. Is your character a strong supporter of the Empire? If so, then you probably want to follow your orders and find Caius Cosades in Balmora. Is your character a Dunmer separatist who dislikes the Imperial occupation? In that case, find a swamp and drop that package where nobody will ever find it again. Somewhere in between, you'll probably want to deliver it eventually, when you happen to be in the area anyway.

Between the major and minor factions, and the numerous side quests, there's more than enough content to keep you occupied for several years and several distinct characters, if that's your thing. If you're into "beating" the game by min-maxing and exploiting the game mechanics, that's actually been done in a matter of minutes by several players, but all of them had extensive playing time in order to learn about those exploits.

Bottom line is, Morrowind is a giant sandbox, and what you do with it is purely up to you. There's enough "toys" lying about that you can follow a more structured course and follow the various quests, or simply free-form it. Your game, your character, your choice. Enjoy your stay on Vvardenfell; thanks to the quarantine, you'll probably be here for a Loooooong time.

Thanks for the responses, I cant wait to explore this game!

Oh and one more thing, can you join the dark brotherhood in this game? The dark brotherhood story in Oblivion was awesome

Nope, you can't join them. But you can join the Morag Tong, the dunmer assassins' guild.

The DB is deeply involved in one of the expansion plots (I believe they were first added to the game by the Tribunal expansion), and they don't like you, as you quickly find out in Morrowind if you have that expansion installed. Joining them is not possible because of that, unfortunately.