Morrowind Code Patch is highly recommended. It comes with a number of bug fixes that the developers still hadn't gotten to by the final official patch. It also comes with a huge list of optional gameplay tweaks, many of which are interface-oriented (making sneak a toggle rather than a key you have to hold down, streamlining inventory management, etc.) Some options, like enabling NPC racial abilities, are fun to mess around with and add additional considerations to combat. And all the code changes can be reverted if you decide you don't like them.
As for gameplay, watch that fatigue meter. As you have probably noticed by now, most things in the game are very "chance"-based... i.e. your weapon swings in combat, your lockpicking attempts, your admire/taunt/bribe attempts, your ability to avoid your enemy's weapon swings, etc. Your fatigue level has a pretty big impact on your success with these things -- it is much more important than it is in Skyrim or Oblivion. Even with 70+ in the skill you are trying to use, an empty fatigue bar could mean you only have a 40% chance of success. Things like running, jumping, casting spells, getting hit by hand-to-hand attacks, and swinging your weapon deplete your fatigue bar. It will gradually replenish by itself, but that won't help you if you run into an enemy with your fatigue bar empty. Keep some restore fatigue items in your inventory at all times.
Other items to have a handful of always: Divine Intervention and Almsivi Intervention scrolls/spells/enchanted items, which will return you to the nearest Imperial Cult chapel or Tribunal Temple, respectively. Good for getting out of tough dungeons or getting un-stuck from the environment. Restore health potions and items are handy, as are certain liquors -- try to find ones that boost your relevant attributes while lowering attributes you won't need for 60 seconds.
Also, while guild progress is ultimately limited by your character's skills and attributes, the first two or three ranks are accessible to characters of any playstyle. I recommend joining and ranking up a couple times in every guild. The quests will give you opportunities to improve your skills, guild membership will grant you access things like guild chests (items from which you can use if they are useful or sell if they are not), and increased rank will improve your disposition with every member of the guild, translating to decreased prices on goods and services. It doesn't hurt to have friends in a guild even if the guild is not pertinent to your skill set.