I played Morrowind so much that I just make more or loss random builds. Because of this thread I reinstalled and tried hand to hand for a change and it's fun just punching everyone to death.
Just don't make a pure mage build since Mana/Magicka only regenerates by resting or potions and spells have a chance to fizzle so it can be really really slow paced and frustrating early on.
Make sure to join the guilds and other factions. That's imo one of MW's biggest strengths. Where Skyrim now only has like 4 factions (mage, thieves and warrior guild and dark brotherhood) Morrowind has
3 guilds (mage/thieves/warrior)
3 noble houses
imperial temple (cult of the 9)
3 vampire clans
and I probably even forgot some. All of these have full questlines that make you travel all over the island. And since some of these factions are exclusive to each other there's lots of replay value imo.