So I have recently reinstalled Morrowind and must say that this game is much more difficult than I remembered for the following reasons:
1. Gold is difficult to come by and few merchants have more than $1000.00 to offer.
2. Finding a container to store items is difficult, unless you a) find an abandoned building with containers that do not respawn items, b) kill someone - this is difficult for several character builds, c) "live" with someone secretly, which is what I'm doing currently.
3. Unlike Oblivion, you have to plan which skills you advance to earn desired modifiers which requires a bit of book-keeping and a lot of patience.
4. Your chance of successfully landing a blow with any weapon is roughly proportional to its governing skill level (or something) making it infuriatingly difficult to fight for the first few levels.
5. Unlike Oblivion, personality plays a major role in quests, and you can potentially kill important NPCs.
6. The tutorial is basically a joke - consult an online guide if you're new.
7. Quests are much more difficult. The second quest that Sugar-Lips Habasi doles out comes to mind. (Thieves Guild)
This isn't to say I dislike Morrowind, but it's a challenge. (And when someone tells you otherwise, it's because they've spent 400+ hours playing the game.)
Let me add that I'm playing as a Khajiit thief and I'm finding it very difficult to play anything other than a mage or warrior. Any tips?