The Elder Scrolls IV: Oblivion Forum

@alsnuts2 said:

I just closed the first Oblivion Gate and I am sitting at lvl 6. Hows my driving?"

Not very good actually. It's better to take the main quest at lower levels because the higher level monsters will destroy your allies, especially in Kvatch, although whether this is good or bad depends on how much your allies running into your weapon's attack range pisses you off. I'd suggest playing through the main quest before moving into other areas, just to get it out of the way. I found the Main Quest and Fighter's Guild line to be the most boring parts of the game, so I ran through them in order to have some fun at the better quest lines with better equipment and abilities. Like someone said above, take your time and enjoy the Thieves' Guild and the Dark Brotherhood, they're well written and fun to play through. I'd suggest doing those quest lines without enchanting your armor to 100% chameleon, because that takes away any challenge and is pretty much God-mode in stealth. Invisibility is still somewhat overpowered, but is useful for new players.

Anyway, I'm rambling, so I'll direct you to this site, which has a lot of tips and vast amounts of useful and not-so useful information: http://uesp.net/
(Click the Oblivion link on the left side)

And also, the game is so much better with mods. Fighting Xivilai at level 5 makes for a harrowing experience. Pity you didn't get the PC version.

Sneak is one of the most useful skills in the game. Probably good to do that a lot, too.

The enemies do level with you, but that doesn't mean you won't ever feel like you're stronger than they are. You'll know when you're able to hold your own, and you'll know when you're not ready. Learn to block and mix up tactics. Magic plus weaponry equals win. And enchanted items are always better.

For quick leveling (of course, contingent on your major skill set), the Fighters Guild and the Arena are good choices. Fighters Guild questline drags a bit and none of the characters or rewards are all that fantastic, but it does a good job of getting you around the world map.
The most interesting questlines belong to the Dark Brotherhood and Thieves' Guild. But, again, sneaking is sort of imperative. At least for the latter. 

I'd like to argue for Vampirism quickly: It boosts several stats and gives you a free night eye/detect life spell (and a powerful one, at that). Though there is a serious weakness to fire, you can counter this with armor that reflects magic attacks or by simply being a Dark Elf, and feeding is not as tedious as everyone would have you believe. If you sleep as a vampire, you'll take sun damage, but the only reason to sleep is to reap the benefits of a gained level. With a knowledge of Restoration spells, you can almost completely nullify the need to carry healing potions/scrolls. And you won't have to sleep to regain your lost HP. 

Feeding itself is sort of a pain, but if you manage to get inside a building, you can always wait and force the clock ahead to a point at which everyone is asleep, then sneak to a victim and revitalize your more human sensibility. 

Personally, I like Vampirism a lot. My characters always sneak, and the added points to my base stats is a gesture always welcomed.  

Level to 20 really fast and then you get the best stuff and most gold and the best armor from quests.

You can level up to 20 inside a small room without fighting anything so thats no problem.
Check a leveling guide.

Don't steal, you will die.

Go get some mod there some brilliant mod out there for me Deadly reflexs is a must have