ok calm down, is your difficulty set to "get raped by the dungeon rats" if so lower your difficulty Edit:also just leave the oblivion plane or reload a save, that was a bad decision to go there first, use fast travel from now on XD

I've not a really experienced player in oblivion, but i just finished the first Oblivion gate and i found it quite easy, just wait for the elfs to shoot first and then dodge it. I use the spell of flame to throw some fire at them, and then, with the steel sword to chop some heads off.

Lower the difficulty settings and grind the shit out of your character before you do the hard quests.

You need to get better weapons. Grind some quests for money for armor and swords while getting your magic maxed.

Put down Oblivion, and pick up Fallout 3. You'll be a better man for it.

Hate to say it, but you're not ready for the Oblivion gates. What kind of character are you playing - what's your focus, what are your main skills etc.? You have a choice - either turn down the difficulty, or you need to start a new character, and this time if you're worried about difficulty, do some research into a good starting build for a character. Unfortunately if you approach this game very lightly - choosing Imperial race, Warrior class - it can chew you up and spit you out.

Yeah, the best option for you would be to lower the difficulty some. It makes it a lot easier and you don't die so quickly.

" Put down Oblivion, and pick up Fallout 3. You'll be a better man for it. "

" Seriously, I must have died 179.43 times in less than 4 hours!!! I can't block worth shit These fire elf things are raping me.  It takes like 20 hits to kill them. I dont know if I even leveled up yet, I dont know if I am in an area way above my level? I just went in the first oblivion gate and now I am getting raped/. I really want to enjoy this game but I  have seen the "you died a f*cking gain ... what do you want to do now screen" more than the game itself.  I'll really appreciate any advice! "

Just give up. There's no way out.

" @floodiastus: Broken, absolutely not. The thing about Oblivion that is so misunderstood is that the levelling system is almost completely unique and can be complicated, so it seems unintuitive at first but is actually a really clever system once you work out how to use it. It's not for everyone, true, but it's not broken. It's a system that rewards using all your skills rather than just powering up a handful of useful skills; it punishes one dimensional character builds and rewards adaptability. There is a solution to every problem. "

Wait, some people are actually playing Oblivion for the first time now?
 
Just go to the options menu and lower the difficulty slider (which is the dumbest thing ever!).

If it's the PC version, download some MODS. They make this game less of a husk than it is now.

" @floodiastus: Broken, absolutely not. The thing about Oblivion that is so misunderstood is that the levelling system is almost completely unique and can be complicated, so it seems unintuitive at first but is actually a really clever system once you work out how to use it. It's not for everyone, true, but it's not broken. It's a system that rewards using all your skills rather than just powering up a handful of useful skills; it punishes one dimensional character builds and rewards adaptability. There is a solution to every problem. "

" @Atlas said:

" @floodiastus: Broken, absolutely not. The thing about Oblivion that is so misunderstood is that the levelling system is almost completely unique and can be complicated, so it seems unintuitive at first but is actually a really clever system once you work out how to use it. It's not for everyone, true, but it's not broken. It's a system that rewards using all your skills rather than just powering up a handful of useful skills; it punishes one dimensional character builds and rewards adaptability. There is a solution to every problem. "

This.  It took me until about halfway through my second playthrough before I figured this out. Once I did ... amazing. The game does encourage a bit of grinding, but there's so much to do early in the game that calling it grinding seems wrong somehow. There are plenty of quests early on to get you up a few levels so you can balance your character. Hell, now that I'm thinking about it, I want to play the game again. "

" @floodiastus: Broken, absolutely not. The thing about Oblivion that is so misunderstood is that the levelling system is almost completely unique and can be complicated, so it seems unintuitive at first but is actually a really clever system once you work out how to use it. It's not for everyone, true, but it's not broken. It's a system that rewards using all your skills rather than just powering up a handful of useful skills; it punishes one dimensional character builds and rewards adaptability. There is a solution to every problem. "

" @Atlas said:

" @floodiastus: Broken, absolutely not. The thing about Oblivion that is so misunderstood is that the levelling system is almost completely unique and can be complicated, so it seems unintuitive at first but is actually a really clever system once you work out how to use it. It's not for everyone, true, but it's not broken. It's a system that rewards using all your skills rather than just powering up a handful of useful skills; it punishes one dimensional character builds and rewards adaptability. There is a solution to every problem. "

I disagree. All it does is encourage people to minor their majors and pick controlled majors so they get 5/5/5 whenever they level up. A game that should have a natural level up system should not be able to be min-max abused so much. "

wow!! Ok I got a lot more responses than I was expecting. 
 
First thing, if I eventually have to I will bring down the slider bar down some but right now it is in the default diffculty (so in the middle). I do not want to have to bring it down. I am thinking maybe I built a horrible character. It seems like I might have to read up on hwo to build a good Oblivion character before playing this game. I'm a skilled video game player and have around 25 years of gaming experience so when I was dying as much as I was I knew "I was doing something wrong" 

What through me off is that I heard/read that as you level up the monsters do as well. So I thought to myself, well it would be moot to just grind levels. So I am thinking my character just might be a crappy build because I choose my settings for my character without too much consideration because usually RPG games make you choose stuff like that but it doesn't have as huge an impact as you would think. Obviously not the case for Oblivion lol 
 
So, I think I shall reset my character and as for suggestions on a good character build or even if someone can point me to a site that has a good guide on building a character for Oblivion. 

So suggestions for a good build for a .. 
 
1. Warrior type 
2. Spell Caster 
3. Long Range character 
 
If someone can hook me up with suggestions for that it would be greatly appreciated. 
 
Thanks in advance! 
 
P.S I do eventually plan on playing Fallout 3.

The thing is, it kind of breaks the immersion when you go to kill something, and you have a hard time, so you go out and do other stuff, level up and go back and the monster is even HARDER than before. That to me is a broken system, sure you can 1337-level your characters by exploiting the sytem by putting useful skills as secondary, but having to exploit a system just to make it work is kind of flawed imho.  Other than that, the game is sweet. More ragdolls in fantasygames :) "

" @Dooops: Also, are you on the PC? Then dude! MODS! You gotta mod this game to death. I got 80+ mods and the game is unbelievably amazing. Especially Oscuro's Oblivion Overhaul and QTP3  Let me know if you are on PC and wanna know more about the ranged build. "

Playing it on the 360. 
 
I think I might just ignore the main storyline for now and wander around and just explore and have fun.

 @Dooops: As for general advice, no matter what you are, when picking favored attributes, one of them should be endurance. When picking a sign, unless there is one that you really want, pick the one with +endurance. 
 
If I remember correctly, Oblivion has a really stupid system where your maximum health increases every time you level, depending on your endurance stat. So say you get to 50 endurance by level 10 vs getting to 50 by level 20 (using made up numbers because I forgot what it should be) will make a dramatic difference in your health. So it is crucial to increase Endurance as high as possible during the lower levels, no matter what type of character, or else your health will end up gimped and you'll die a lot.

" @floodiastus said:

The thing is, it kind of breaks the immersion when you go to kill something, and you have a hard time, so you go out and do other stuff, level up and go back and the monster is even HARDER than before. That to me is a broken system, sure you can 1337-level your characters by exploiting the sytem by putting useful skills as secondary, but having to exploit a system just to make it work is kind of flawed imho.  Other than that, the game is sweet. More ragdolls in fantasygames :) "

There isn't a need to "exploit the system just to make it work."  The game works just fine if you play through it organically without worrying too much about leveling up power skills.  The monsters leveling with you is a FEATURE.  They are supposed to remain challenging throughout the whole game and they allow the game to be structured such that you can explore the areas in any order.  The only people who seem to complain are min/maxers that WANT an RPG where their character eventually becomes uber and can wipe out anything they encounter.  I'll agree that Oblivion is not designed with this in mind and that to achieve such an "uber" character you have to min/max and exploit the system. However, to say that such exploitation is necessary just to make the game work just isn't true.    In fact, if you follow the suggestion of the poster below you to exploit the system and manipulate your character to always +5/+5/+5 then you essentially break the game and will soon be much, much more powerful than everything you encounter.  I guess this is great if you want an "uber" character, but in my opinion it just kills the fun of the game.   Now I will admit there is one situation where the leveling of enemies doesn't seem to work quite right.  If you put off the main story too long, it becomes much tougher because the enemies seem to scale correctly, but the NPCs that join you for some of the larger climactic moments don't seem to scale (at least not correctly) and seem much too fragile if you try to complete the campaign at higher levels.   "

OK so here is my current build. My intentions were to make a spy/theif type player. I choose an Argonian in hopes to be able to explore underwater places. 
 
So 
 
Race: Argonian 
Birthsign": The Shadow 
Class: Spy 
Level 1 
 
Health 60 
Magicka 60 
Fatigue 155 
 
Strength 40 
Intelligence 40 
Willpower 30 
Agility 55 
Speed 50 
Endurance 30 
Personality 30 
Luck 55 
 
 
Major skills 
Athletics 
Illusion 
Restoration 
Acrobatics 
Security 
Sneak 
Speechcraft

 
Minor Skills 
Armorer 
Blade 
Block 
Blunt 
Hand to hand

Heavy Armor 
Alchemy 
Alteration 
Conjuration 
Destruction 
Mysticism 
Light Armor 
Marksman 
Mercantile

So ... is this a horrible build? Should I just start over? For now I am going to just go and explore before going back to the oblivion gate. 

"  I think I might just ignore the main storyline for now and wander around and just explore and have fun. "

 @Dooops said:

"Ok so here is my current build. My intentions were to make a spy/theif type player. I choose an Argonian in hopes to be able to explore underwater places. 

 
So...

-snip-

So ... is this a horrible build? Should I just start over? For now I am going to just go and explore before going back to the oblivion gate. 

"

" Put down Oblivion, and pick up Fallout 3. You'll be a better man for it. "

I play this game on pure easy mode. I gave it a go on harder modes but found dying on stupid enemies a waste of time when there was so much of a story to enjoy. I'll no doubt go back on another character and relive it all again at a harder level but I have too much fun exploring and progressing the story to continuously be dying. 
 
If you don't want to lower the difficulty setting you should try just doing sideline guild quests. I found them better than the mainline quest anyway!