I've played Oblivion about 150+ hours and Skyrim about 600+ hours, but it's really hard to get started in Morrowind (for me)

What do you recommend I do first? Something that would give me a good boost in my early game?

I'm playing as a Redguard Spearman.

Definitely join a Faction/Guild/house that fits your build.
It's a great way to slowly understand what is expected of you, and get some easy experience/gold.

I'd need to see your entire build to know more, but the Fighter's Guild, House Redoran, and the Imperial Legion are made for combat orientated builds.
Doing the main quest alongside one of these is also good.
I don't recommend random exploration of every cave you see, yet. You will likely stumble across enemies too tough for you.

Keep in mind that Morrowind starts much slower, and the first 10 levels can be especially difficult and frustrating.

I would take the package to Cosades in Balmora. Your character sounds like a pretty good fit for the Fighters Guild so I would probably join them (there is a guild there in Balmora) and do a few quests for them. I would do Fighters Guild quests until level 5 or 6. At that point you could either keep doing more Fighters Guild quests or start doing a few more main quests. You could also join House Redoran too. One of House Redorna's favored skills is Spear, so your character should be perfect. You could alternate between Fighters Guild, Redoran and main quests for the rest of the game if you wanted.

Take this as a suggestion only. There are many other ways you could play your character. I'm sure others will have other suggestions. Good luck!